Caida Securities Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.71% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6898 | 18.22 | |
| 0.2122 | 21.91 | |
| 0.6251 | 61.42 | |
| -0.9241 | -9.76 |
Estimation Period:
May 7, 2021 to Feb 6, 2026
May 7, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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