ICADE AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.36% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0580 | 8.24 | |
| 0.0659 | 20.28 | |
| 0.9203 | 325.30 | |
| 0.5232 | 5.09 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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