Laurent-Perrier AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.61% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0795 | 17.71 | |
| 0.0951 | 31.11 | |
| 0.8785 | 219.63 | |
| 0.0990 | 2.18 |
Estimation Period:
Jun 10, 1999 to Feb 6, 2026
Jun 10, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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