Rational AG AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.42% (-6.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7102 | 35.03 | |
| 0.1688 | 41.65 | |
| 0.6771 | 155.48 | |
| 0.5219 | 10.10 |
Estimation Period:
Mar 2, 2000 to Feb 6, 2026
Mar 2, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities