Aubay GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.84% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1397 | 21.64 | |
| 0.1043 | 39.35 | |
| 0.8761 | 337.49 |
Estimation Period:
Jun 26, 1998 to Feb 13, 2026
Jun 26, 1998 to Feb 13, 2026
News Impact Curve
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