Ray Sigorta AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.68% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0518 | 25.61 | |
| 0.2237 | 38.70 | |
| 0.7234 | 119.55 | |
| 0.0593 | 0.83 |
Estimation Period:
Aug 14, 1997 to Feb 6, 2026
Aug 14, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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