TransUnion AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.45% (-4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1066 | 5.02 | |
| 0.0934 | 21.26 | |
| 0.8722 | 172.41 | |
| 0.9464 | 9.52 |
Estimation Period:
Jun 25, 2015 to Feb 6, 2026
Jun 25, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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