Altamir AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.60% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 5.36 | |
| 0.1056 | 53.75 | |
| 0.8835 | 404.35 | |
| 0.6661 | 12.97 |
Estimation Period:
Jan 9, 1997 to Feb 6, 2026
Jan 9, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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