Fenie Brossette AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.94% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8368 | 29.70 | |
| 0.1889 | 54.01 | |
| 0.7314 | 191.98 | |
| -0.1895 | -3.54 |
Estimation Period:
Dec 7, 2006 to Feb 6, 2026
Dec 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fenie Brossette Analyses
Other AGARCH Analyses on International Equities