Vnv Global Ab AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.64% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2042 | 12.68 | |
| 0.0549 | 22.33 | |
| 0.9207 | 288.08 | |
| 0.1667 | 1.29 |
Estimation Period:
Jul 4, 2007 to Feb 6, 2026
Jul 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities