CTM AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.61% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 4.63 | |
| 0.0513 | 29.26 | |
| 0.9504 | 596.26 | |
| -0.2182 | -3.28 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities