Jacques Bogart GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.45% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2015 | 16.61 | |
| 0.0897 | 30.01 | |
| 0.8926 | 273.30 |
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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