Ditas Dogan GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:81.40% (+14.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3905 | 23.75 | |
| 0.0904 | 28.35 | |
| 0.8853 | 250.22 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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