Prime Focus AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.11% (-4.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3160 | 14.45 | |
| 0.1405 | 30.13 | |
| 0.7644 | 84.29 | |
| 0.4280 | 3.88 |
Estimation Period:
Jul 5, 2007 to Feb 13, 2026
Jul 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities