Cafom GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.22% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0685 | 15.22 | |
| 0.4235 | 13.15 | |
| 0.4254 | 19.27 |
Estimation Period:
Jun 15, 2021 to Feb 6, 2026
Jun 15, 2021 to Feb 6, 2026
News Impact Curve
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