Vicenne AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.77% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8454 | 14.57 | |
| 0.3749 | 9.94 | |
| 0.0628 | 6.05 | |
| -0.7816 | -5.01 |
Estimation Period:
Jul 15, 2025 to Feb 6, 2026
Jul 15, 2025 to Feb 6, 2026
News Impact Curve
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