Integrated Research Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:69.80% (-7.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8340 | 18.74 | |
| 0.1445 | 22.02 | |
| 0.7267 | 79.89 | |
| 0.1471 | 1.04 |
Estimation Period:
Dec 13, 2000 to Feb 6, 2026
Dec 13, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Integrated Research Ltd Analyses
Other AGARCH Analyses on International Equities