Sims Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.05% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 9.44 | |
| 0.0357 | 30.83 | |
| 0.9539 | 592.86 | |
| 0.5352 | 7.56 |
Estimation Period:
Nov 25, 1991 to Feb 20, 2026
Nov 25, 1991 to Feb 20, 2026
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