D'ieteren Group AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.65% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5035 | 23.28 | |
| 0.2009 | 27.14 | |
| 0.6957 | 73.89 | |
| 0.3456 | 7.77 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other D'ieteren Group Analyses
Other AGARCH Analyses on International Equities