Ab Sa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.10% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0992 | 11.42 | |
| 0.0515 | 31.51 | |
| 0.9286 | 403.57 | |
| 0.4631 | 5.90 |
Estimation Period:
Oct 5, 2006 to Feb 6, 2026
Oct 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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