Saph AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.34% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9394 | 24.47 | |
| 0.1916 | 37.32 | |
| 0.7245 | 113.17 | |
| 0.1356 | 1.36 |
Estimation Period:
Sep 19, 2005 to Feb 13, 2026
Sep 19, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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