Central Depository GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.03% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 12.06 | |
| 0.0334 | 14.14 | |
| 0.9505 | 362.24 |
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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