Covivio AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.73% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 21.73 | |
| 0.0784 | 34.39 | |
| 0.9053 | 356.43 | |
| 0.0947 | 1.88 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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