Ray Sigorta GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.05% (+5.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0227 | 25.08 | |
| 0.2179 | 37.68 | |
| 0.7301 | 119.21 |
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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