Prashkovsky Invs GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.33% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1167 | 16.41 | |
| 0.0780 | 24.14 | |
| 0.8916 | 216.88 |
Estimation Period:
Jul 20, 2009 to Feb 6, 2026
Jul 20, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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