Optima Bank S A AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.14% (-4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2144 | 5.76 | |
| 0.2587 | 9.38 | |
| 0.7348 | 50.44 | |
| -0.5866 | -4.40 |
Estimation Period:
Dec 22, 2023 to Feb 6, 2026
Dec 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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