Wavestone AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.62% (-4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2754 | 25.50 | |
| 0.1383 | 38.37 | |
| 0.8063 | 235.49 | |
| 0.5771 | 12.17 |
Estimation Period:
Feb 10, 2000 to Feb 6, 2026
Feb 10, 2000 to Feb 6, 2026
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