Rolinco AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.39% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 9.73 | |
| 0.0884 | 44.11 | |
| 0.8785 | 332.66 | |
| 0.5335 | 33.18 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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