Gapwaves AB AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.67% (-4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5644 | 9.76 | |
| 0.1529 | 20.51 | |
| 0.8335 | 140.99 | |
| -0.3621 | -1.75 |
Estimation Period:
Aug 19, 2020 to Feb 6, 2026
Aug 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities