FTI Consulting Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.74% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3198 | 9.44 | |
| 0.1783 | 18.05 | |
| 0.7597 | 95.64 | |
| 1.2977 | 12.26 |
Estimation Period:
May 9, 1996 to Feb 6, 2026
May 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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