Delta Holding SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.40% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7613 | 28.35 | |
| 0.1925 | 44.71 | |
| 0.6516 | 93.98 | |
| 0.2016 | 4.14 |
Estimation Period:
May 15, 2008 to Feb 6, 2026
May 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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