SNEP GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.94% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7768 | 20.48 | |
| 0.2139 | 28.92 | |
| 0.6858 | 68.82 |
Estimation Period:
Nov 12, 2007 to Feb 6, 2026
Nov 12, 2007 to Feb 6, 2026
News Impact Curve
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