Vicat AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.59% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2100 | 15.25 | |
| 0.1188 | 28.88 | |
| 0.8236 | 105.48 | |
| 0.0368 | 0.94 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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