Demisas Dokum Emaye AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.10% (-7.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6384 | 27.15 | |
| 0.2007 | 40.00 | |
| 0.7566 | 147.89 | |
| -0.2588 | -4.04 |
Estimation Period:
Jul 28, 1997 to Feb 6, 2026
Jul 28, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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