Lab Richmond AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.33% (-6.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5424 | 21.29 | |
| 0.3274 | 14.78 | |
| 0.3949 | 19.57 | |
| -0.1989 | -2.14 |
Estimation Period:
Dec 28, 2017 to Feb 6, 2026
Dec 28, 2017 to Feb 6, 2026
News Impact Curve
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