Rigolleau AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.72% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1004 | 10.24 | |
| 0.1201 | 57.70 | |
| 0.8819 | 531.61 | |
| 0.5797 | 8.99 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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