Vicenne GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.50% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6388 | 9.03 | |
| 0.3979 | 11.17 | |
| 0.1127 | 2.36 |
Estimation Period:
Jul 15, 2025 to Feb 6, 2026
Jul 15, 2025 to Feb 6, 2026
News Impact Curve
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