Action Sa GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.75% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 6.27 | |
| 0.0394 | 14.53 | |
| 0.9606 | 361.81 |
Estimation Period:
Aug 24, 2006 to Feb 6, 2026
Aug 24, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities