Frontier Asset Glbl SM CAP AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.24% (+6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0701 | 3.15 | |
| 0.1407 | 10.20 | |
| 0.6829 | 24.83 | |
| 1.0686 | 23.35 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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