Modella Woollens GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.31% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 10.15 | |
| 0.0564 | 20.49 | |
| 0.9323 | 257.48 |
Estimation Period:
Nov 22, 2013 to Jan 30, 2026
Nov 22, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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