PAREF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.65% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2664 | 15.46 | |
| 0.1808 | 26.93 | |
| 0.7363 | 80.57 | |
| 0.2258 | 3.97 |
Estimation Period:
Dec 21, 2005 to Feb 13, 2026
Dec 21, 2005 to Feb 13, 2026
News Impact Curve
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