AMCIL Ltd/fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.41% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1992 | 10.50 | |
| 0.2229 | 9.33 | |
| 0.7944 | 81.60 | |
| -0.1101 | -3.49 |
Estimation Period:
Feb 10, 2000 to Feb 13, 2026
Feb 10, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AMCIL Ltd/fund Analyses
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