HT5 AG AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.61% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0734 | 7.70 | |
| 0.1084 | 35.07 | |
| 0.8845 | 332.66 | |
| 0.5053 | 10.02 |
Estimation Period:
Aug 29, 2006 to Feb 6, 2026
Aug 29, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities