Rana Gruber Asa GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.20% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8600 | 13.08 | |
| 0.2681 | 13.26 | |
| 0.5597 | 22.14 |
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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