ESI SPA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.81% (-13.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8397 | 17.08 | |
| 0.3458 | 18.19 | |
| 0.2736 | 18.91 | |
| 0.1180 | 0.59 |
Estimation Period:
Oct 26, 2020 to Feb 6, 2026
Oct 26, 2020 to Feb 6, 2026
News Impact Curve
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