AUCMA Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.72% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1684 | 20.47 | |
| 0.1129 | 38.43 | |
| 0.8756 | 294.11 |
Estimation Period:
Jan 1, 2001 to Feb 6, 2026
Jan 1, 2001 to Feb 6, 2026
News Impact Curve
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