D.C.M AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.93% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4613 | 21.57 | |
| 0.1523 | 40.02 | |
| 0.8362 | 223.46 | |
| -0.0197 | -0.27 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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