Versabank AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.13% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4696 | 15.69 | |
| 0.1842 | 21.07 | |
| 0.7379 | 68.74 | |
| -0.0984 | -0.89 |
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Aug 27, 2013 to Feb 6, 2026
News Impact Curve
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