De Tam Jsc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.59% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5635 | 27.37 | |
| 0.1618 | 44.28 | |
| 0.6958 | 94.83 | |
| -0.2467 | -5.56 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
News Impact Curve
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