Dynamic Portfolio Management AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.18% (-3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2003 | 19.20 | |
| 0.1585 | 34.99 | |
| 0.7972 | 133.80 | |
| 0.0498 | 1.84 |
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Mar 16, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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