Do & Co Ag AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.42% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1391 | 13.88 | |
| 0.0892 | 24.43 | |
| 0.8835 | 199.56 | |
| 0.4032 | 6.47 |
Estimation Period:
Sep 27, 2011 to Feb 6, 2026
Sep 27, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities