Stratified Largecap Index Etf AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.14% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0140 | -3.03 | |
| 0.1052 | 21.36 | |
| 0.8629 | 169.97 | |
| 0.7383 | 18.96 |
Estimation Period:
Jan 4, 2019 to Feb 13, 2026
Jan 4, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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