Integrated Research Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:62.86% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4315 | 9.89 | |
| 0.0520 | 20.75 | |
| 0.9166 | 238.69 |
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 GARCH Analyses on International Equities