Waterbase AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:86.55% (-5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6217 | 21.81 | |
| 0.1069 | 37.61 | |
| 0.8524 | 231.01 | |
| -0.1831 | -2.27 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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