Investor AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.04% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 19.39 | |
| 0.0707 | 43.61 | |
| 0.9190 | 476.67 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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