Datawalk Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.41% (-8.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3563 | 22.36 | |
| 0.1673 | 30.68 | |
| 0.7334 | 121.72 | |
| -0.0125 | -0.07 |
Estimation Period:
Aug 20, 2012 to Feb 6, 2026
Aug 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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