ST Dupont SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.10% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6339 | 16.12 | |
| 0.1850 | 28.21 | |
| 0.7862 | 118.19 | |
| 0.8599 | 6.39 |
Estimation Period:
Dec 10, 1996 to Feb 13, 2026
Dec 10, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities