D'ieteren Group GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.80% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5180 | 20.95 | |
| 0.1975 | 26.48 | |
| 0.6998 | 71.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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