Stratified Largecap Index Etf AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.88% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0140 | -3.00 | |
| 0.1057 | 21.27 | |
| 0.8625 | 168.63 | |
| 0.7372 | 18.85 |
Estimation Period:
Jan 4, 2019 to Feb 6, 2026
Jan 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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