Cmo Pcl AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.02% (-7.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6011 | 13.55 | |
| 0.1650 | 25.26 | |
| 0.8021 | 128.90 | |
| -0.9199 | -5.83 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
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