Sparinvest - Index Sektor IN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.31% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 1.46 | |
| 0.0961 | 21.93 | |
| 0.8142 | 76.23 | |
| 0.8987 | 15.25 |
Estimation Period:
Jan 25, 2021 to Feb 13, 2026
Jan 25, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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