Bourse Direct GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.91% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1247 | 19.15 | |
| 0.1122 | 35.10 | |
| 0.8798 | 262.93 |
Estimation Period:
Nov 11, 1999 to Feb 6, 2026
Nov 11, 1999 to Feb 6, 2026
News Impact Curve
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