Modella Woollens AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.21% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0099 | -1.00 | |
| 0.0684 | 23.15 | |
| 0.9178 | 236.25 | |
| -1.1068 | -16.44 |
Estimation Period:
Nov 22, 2013 to Jan 30, 2026
Nov 22, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Modella Woollens Analyses
Other AGARCH Analyses on International Equities