Oxford Metrics PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.51% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 3.05 | |
| 0.0287 | 16.27 | |
| 0.9453 | 274.97 | |
| 1.6641 | 9.84 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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