Creades Ab AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.88% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 7.21 | |
| 0.0589 | 26.76 | |
| 0.9383 | 478.97 | |
| -0.1138 | -1.73 |
Estimation Period:
Feb 22, 2012 to Feb 6, 2026
Feb 22, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities