Versabank GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.94% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4141 | 15.08 | |
| 0.1668 | 20.65 | |
| 0.7637 | 76.50 |
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Aug 27, 2013 to Feb 6, 2026
News Impact Curve
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