Bourse Direct AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.60% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1886 | 26.16 | |
| 0.1423 | 55.68 | |
| 0.8451 | 376.42 | |
| 0.0619 | 0.81 |
Estimation Period:
Nov 11, 1999 to Feb 6, 2026
Nov 11, 1999 to Feb 6, 2026
News Impact Curve
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