CTP B.V. AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.78% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6686 | 11.09 | |
| 0.1145 | 12.88 | |
| 0.6864 | 30.78 | |
| 0.5810 | 6.76 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
News Impact Curve
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