Tribhovandas Bhimj Zaveri AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.92% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6238 | 17.39 | |
| 0.1448 | 23.01 | |
| 0.6934 | 56.89 | |
| -0.0647 | -0.54 |
Estimation Period:
May 9, 2012 to Feb 6, 2026
May 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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