Commercial Credit And Fin AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.63% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5876 | 12.41 | |
| 0.1483 | 23.02 | |
| 0.7918 | 114.02 | |
| -0.2593 | -2.45 |
Estimation Period:
Jun 3, 2011 to Feb 6, 2026
Jun 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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