Integrated System Credit AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.43% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6537 | 17.76 | |
| 0.2537 | 18.15 | |
| 0.5744 | 33.57 | |
| -0.3566 | -2.73 |
Estimation Period:
Dec 22, 2021 to Feb 13, 2026
Dec 22, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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