Solvac SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.44% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1546 | 27.55 | |
| 0.1350 | 42.29 | |
| 0.8025 | 193.15 | |
| 0.2679 | 8.54 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities