Castellum Ab AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.31% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 13.03 | |
| 0.0713 | 34.93 | |
| 0.9204 | 462.50 | |
| 0.3048 | 5.93 |
Estimation Period:
Oct 11, 2007 to Feb 6, 2026
Oct 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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