LISI GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.90% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0851 | 17.52 | |
| 0.0727 | 37.65 | |
| 0.9138 | 390.83 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities