Ab Sa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.60% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0538 | 10.35 | |
| 0.0324 | 23.56 | |
| 0.9576 | 474.04 |
Estimation Period:
Oct 5, 2006 to Feb 6, 2026
Oct 5, 2006 to Feb 6, 2026
News Impact Curve
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