CP ALL PCL AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.58% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 15.06 | |
| 0.0650 | 29.06 | |
| 0.9177 | 367.38 | |
| 0.3207 | 6.45 |
Estimation Period:
Oct 14, 2003 to Feb 6, 2026
Oct 14, 2003 to Feb 6, 2026
News Impact Curve
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