Ukraine PFTS Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:2.50% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0043 | -1.72 | |
| 0.1139 | 29.04 | |
| 0.9113 | 303.55 | |
| -0.2312 | -4.72 |
Estimation Period:
Oct 9, 1997 to Apr 4, 2025
Oct 9, 1997 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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