Morningstar Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.69% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 4.15 | |
| 0.0484 | 21.40 | |
| 0.9378 | 352.43 | |
| 0.7540 | 10.83 |
Estimation Period:
May 3, 2005 to Feb 6, 2026
May 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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