Sci Jsc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.26% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1621 | 25.25 | |
| 0.1510 | 38.58 | |
| 0.7502 | 124.99 | |
| 0.0937 | 1.25 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities