It Way AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.74% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4150 | 9.06 | |
| 0.1378 | 20.75 | |
| 0.8187 | 108.34 | |
| 0.5198 | 3.33 |
Estimation Period:
Jul 24, 2003 to Feb 6, 2026
Jul 24, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities