Jacques Bogart AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.61% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1687 | 11.68 | |
| 0.0893 | 30.93 | |
| 0.8945 | 290.13 | |
| 0.4628 | 4.53 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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