Versabank AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.38% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7049 | 7.66 | |
| 0.1355 | 14.29 | |
| 0.7065 | 27.38 | |
| 0.3959 | 2.00 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
News Impact Curve
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