Dewan Farooque Spinning AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.92% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4846 | 18.75 | |
| 0.1005 | 25.43 | |
| 0.8386 | 151.34 | |
| -0.7172 | -2.91 |
Estimation Period:
May 2, 2012 to Feb 6, 2026
May 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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