Waterbase GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:87.92% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3782 | 15.60 | |
| 0.0790 | 27.83 | |
| 0.8964 | 236.19 |
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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