Sims Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.70% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 9.13 | |
| 0.0350 | 30.83 | |
| 0.9549 | 608.22 | |
| 0.5450 | 7.61 |
Estimation Period:
Nov 25, 1991 to Jan 30, 2026
Nov 25, 1991 to Jan 30, 2026
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