Verisk Analytics Inc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.40%
decreased by 1.39%
1 Week
21.65%
decreased by 1.14%
1 Month
22.20%
decreased by 0.59%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0970 | 7.13 | |
| 0.0771 | 23.55 | |
| 0.8259 | 123.23 | |
| 1.1556 | 14.30 |
Estimation Period:
Oct 7, 2009 to Jun 12, 2026
Oct 7, 2009 to Jun 12, 2026
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