Petropoulos Sa AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.28% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1643 | 15.31 | |
| 0.1692 | 44.98 | |
| 0.7969 | 291.04 | |
| 0.2583 | 6.16 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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