Versabank GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.24% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6884 | 8.84 | |
| 0.1375 | 14.13 | |
| 0.7139 | 32.71 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities