Smartvalue Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.22% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1324 | 22.69 | |
| 0.2417 | 21.67 | |
| 0.6787 | 83.41 | |
| 0.3160 | 3.27 |
Estimation Period:
Jun 19, 2015 to Feb 10, 2026
Jun 19, 2015 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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