Investor AB AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.32% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 11.52 | |
| 0.0868 | 50.78 | |
| 0.8906 | 449.81 | |
| 0.6677 | 22.63 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities