Hamilton Enhanced Mixed Asst AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.34% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0222 | 4.20 | |
| 0.1231 | 8.05 | |
| 0.8453 | 39.63 | |
| 0.2374 | 3.59 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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