Hektas AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.87% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 5.52 | |
| 0.0275 | 15.47 | |
| 0.9683 | 644.26 | |
| -0.5469 | -4.16 |
Estimation Period:
Mar 6, 1995 to Feb 6, 2026
Mar 6, 1995 to Feb 6, 2026
News Impact Curve
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