Mandviwala Mauser AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:65.18% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0505 | -1.26 | |
| 0.0986 | 39.33 | |
| 0.9188 | 461.47 | |
| 0.8680 | 3.70 |
Estimation Period:
Jan 8, 1996 to Feb 4, 2026
Jan 8, 1996 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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