Microdata AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.18% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6587 | 22.03 | |
| 0.1603 | 37.21 | |
| 0.7262 | 108.46 | |
| 0.1192 | 1.58 |
Estimation Period:
Jan 7, 2008 to Feb 6, 2026
Jan 7, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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