Peter Warren Automotive Hold AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.49% (-8.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5545 | 39.74 | |
| 0.1736 | 15.98 | |
| 0.0000 | 0.00 | |
| -1.0958 | -6.39 |
Estimation Period:
Apr 27, 2021 to Feb 6, 2026
Apr 27, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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