Parametric Equity Premi Incm AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.08% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1961 | 7.79 | |
| 0.1419 | 6.04 | |
| 0.4373 | 7.76 | |
| 0.4330 | 11.10 |
Estimation Period:
Oct 19, 2023 to Feb 13, 2026
Oct 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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