Brand 24 SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.75% (-5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2521 | 4.83 | |
| 0.2127 | 18.73 | |
| 0.7254 | 37.93 | |
| 1.2710 | 9.37 |
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Jun 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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