Circle SPA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.60% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4730 | 12.35 | |
| 0.1998 | 17.02 | |
| 0.7007 | 48.22 | |
| 0.0166 | 0.26 |
Estimation Period:
Oct 26, 2018 to Feb 13, 2026
Oct 26, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities