Investor AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.36% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 21.44 | |
| 0.0789 | 42.10 | |
| 0.9071 | 460.93 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities