Omer S.P.A AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.43% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8404 | 11.81 | |
| 0.0951 | 12.35 | |
| 0.7172 | 45.54 | |
| 0.9108 | 4.93 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
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