ARB Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.74% (-9.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1767 | 14.58 | |
| 0.3923 | 12.44 | |
| 0.1864 | 6.00 | |
| 0.4139 | 3.24 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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