L.D.C. S.A. GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.69% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 17.73 | |
| 0.1204 | 38.74 | |
| 0.8583 | 232.40 |
Estimation Period:
Nov 23, 1995 to Feb 13, 2026
Nov 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities