An Phat Jsc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.95% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4114 | 19.18 | |
| 0.1497 | 46.84 | |
| 0.8224 | 186.31 | |
| -0.0161 | -0.29 |
Estimation Period:
May 6, 2010 to Feb 13, 2026
May 6, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities