Vicat GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.00% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2014 | 14.68 | |
| 0.1155 | 28.23 | |
| 0.8292 | 106.87 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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