Carlos Casado Sa AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.81% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1350 | 10.31 | |
| 0.0611 | 18.78 | |
| 0.9219 | 354.59 | |
| -0.0937 | -1.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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