Facc Ag AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.55% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7062 | 17.84 | |
| 0.1835 | 27.88 | |
| 0.7061 | 77.57 | |
| 0.4268 | 5.03 |
Estimation Period:
Jun 25, 2014 to Feb 6, 2026
Jun 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities