Ditas Dogan AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.74% (-3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5393 | 23.53 | |
| 0.1199 | 38.12 | |
| 0.8441 | 237.52 | |
| -0.5966 | -7.34 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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