HT5 AG GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.95% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0924 | 11.91 | |
| 0.1093 | 34.52 | |
| 0.8868 | 318.08 |
Estimation Period:
Aug 29, 2006 to Feb 13, 2026
Aug 29, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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