Sims Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.30% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 12.45 | |
| 0.0250 | 28.98 | |
| 0.9692 | 868.49 |
Estimation Period:
Nov 25, 1991 to Feb 20, 2026
Nov 25, 1991 to Feb 20, 2026
News Impact Curve
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