VP Bank AG AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.79% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0780 | 15.80 | |
| 0.1035 | 37.69 | |
| 0.8728 | 285.24 | |
| 0.2372 | 5.37 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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