Creditex SAA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:171.95% (-43.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 2.46 | |
| 0.8091 | 12.75 | |
| 0.6376 | 62.06 | |
| 0.0427 | 0.11 |
Estimation Period:
Jan 26, 1995 to May 30, 2025
Jan 26, 1995 to May 30, 2025
News Impact Curve
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