Net Holding As AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.26% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0823 | 14.08 | |
| 0.0980 | 45.15 | |
| 0.9028 | 469.97 | |
| -0.0220 | -0.27 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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