Central Depository AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.80% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7705 | 20.28 | |
| 0.0878 | 15.33 | |
| 0.7610 | 133.47 | |
| 0.3439 | 2.01 |
Estimation Period:
Jun 30, 2017 to Feb 6, 2026
Jun 30, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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