AMP Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:157.86% (-12.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1552 | 23.55 | |
| 0.1158 | 22.91 | |
| 0.8592 | 281.26 | |
| 0.2432 | 3.35 |
Estimation Period:
Jun 15, 1998 to Feb 13, 2026
Jun 15, 1998 to Feb 13, 2026
News Impact Curve
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