Techstep Asa GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.19% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 7.71 | |
| 0.0281 | 17.42 | |
| 0.9696 | 520.17 |
Estimation Period:
Jun 20, 2002 to Jan 30, 2026
Jun 20, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities