Pricer AB GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.30% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1603 | 12.92 | |
| 0.0389 | 21.82 | |
| 0.9496 | 423.95 |
Estimation Period:
Apr 10, 1995 to Feb 6, 2026
Apr 10, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities