FII REC REND AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.59%
increased by 0.71%
1 Week
16.91%
increased by 2.03%
1 Month
19.92%
increased by 5.04%
Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1534 | 7.60 | |
| 0.1651 | 11.42 | |
| 0.7654 | 42.89 | |
| -0.1692 | -3.09 |
Estimation Period:
Apr 29, 2019 to Jun 5, 2026
Apr 29, 2019 to Jun 5, 2026
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