Absa Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.90% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1515 | 21.63 | |
| 0.0968 | 37.12 | |
| 0.8617 | 273.82 | |
| 0.5708 | 15.67 |
Estimation Period:
Jul 22, 1991 to Feb 6, 2026
Jul 22, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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