Morozoff Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.70% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 17.13 | |
| 0.1753 | 33.76 | |
| 0.8277 | 201.00 | |
| 0.3133 | 10.76 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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