Rana Gruber Asa AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.96% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0698 | 19.46 | |
| 0.2862 | 15.14 | |
| 0.4861 | 24.48 | |
| 0.1361 | 1.61 |
Estimation Period:
Feb 26, 2021 to Feb 6, 2026
Feb 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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