Sonmez Filament AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.15% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2327 | 25.72 | |
| 0.2293 | 45.12 | |
| 0.7276 | 140.78 | |
| -0.0413 | -0.49 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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