Jensen-Group Nv AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.19% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3203 | 23.63 | |
| 0.1364 | 29.14 | |
| 0.8087 | 150.90 | |
| -0.1967 | -2.38 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Jensen-Group Nv Analyses
Other AGARCH Analyses on International Equities