Dekuple AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.69% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3763 | 19.15 | |
| 0.1534 | 41.24 | |
| 0.7962 | 172.56 | |
| 0.4589 | 5.00 |
Estimation Period:
May 12, 1998 to Feb 6, 2026
May 12, 1998 to Feb 6, 2026
News Impact Curve
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