Nrc Group Asa GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.90% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0988 | 11.84 | |
| 0.0590 | 26.83 | |
| 0.9410 | 471.21 |
Estimation Period:
Aug 5, 1993 to Feb 6, 2026
Aug 5, 1993 to Feb 6, 2026
News Impact Curve
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