Maraska D.D. AGARCH Volatility Analysis
Volatility Prediction for Thursday, December 11th, 2025:457.42% (+450.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0885 | 12.73 | |
| 0.6260 | 25.91 | |
| 0.1913 | 11.29 | |
| 0.2765 | 8.55 |
Estimation Period:
May 7, 2007 to May 30, 2025
May 7, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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