Creades Ab GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.28% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 9.87 | |
| 0.0596 | 26.81 | |
| 0.9378 | 477.48 |
Estimation Period:
Feb 22, 2012 to Feb 6, 2026
Feb 22, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities