Pricer AB AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.41% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1688 | 10.49 | |
| 0.0464 | 25.00 | |
| 0.9392 | 382.57 | |
| 0.7957 | 7.14 |
Estimation Period:
Apr 10, 1995 to Feb 6, 2026
Apr 10, 1995 to Feb 6, 2026
News Impact Curve
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