Note AB AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.24% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1848 | 14.07 | |
| 0.0597 | 28.24 | |
| 0.9074 | 233.74 | |
| 0.9267 | 8.02 |
Estimation Period:
Jun 23, 2004 to Feb 6, 2026
Jun 23, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities