Nexity AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.97% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 4.46 | |
| 0.0719 | 30.50 | |
| 0.9152 | 409.66 | |
| 0.8834 | 14.68 |
Estimation Period:
Mar 10, 2008 to Feb 6, 2026
Mar 10, 2008 to Feb 6, 2026
News Impact Curve
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