JM AB AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.85% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 15.06 | |
| 0.0643 | 45.89 | |
| 0.9120 | 510.95 | |
| 0.6902 | 10.73 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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