Microdata GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.76% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5039 | 16.92 | |
| 0.1369 | 32.29 | |
| 0.7761 | 106.06 |
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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