Dekuple GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.45% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0974 | 12.74 | |
| 0.0547 | 19.82 | |
| 0.9310 | 267.45 |
Estimation Period:
May 12, 1998 to Feb 6, 2026
May 12, 1998 to Feb 6, 2026
News Impact Curve
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