Castellum AB AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.05% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 11.27 | |
| 0.0671 | 34.51 | |
| 0.9188 | 413.33 | |
| 0.3979 | 8.68 |
Estimation Period:
May 23, 1997 to Feb 6, 2026
May 23, 1997 to Feb 6, 2026
News Impact Curve
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