Loomis AB AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.63% (-4.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5894 | 19.27 | |
| 0.0926 | 20.50 | |
| 0.7391 | 81.91 | |
| 0.4244 | 4.98 |
Estimation Period:
Dec 9, 2008 to Feb 6, 2026
Dec 9, 2008 to Feb 6, 2026
News Impact Curve
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