Mersen AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.44% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1206 | 11.25 | |
| 0.0683 | 30.08 | |
| 0.9042 | 275.68 | |
| 0.6738 | 10.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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