Azevedo E Travassos Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:88.00% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1419 | 5.32 | |
| 0.0671 | 8.18 | |
| 0.9371 | 139.80 | |
| 0.0000 | 0.00 |
Estimation Period:
May 23, 2011 to Feb 13, 2026
May 23, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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