ARB Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.30% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 1.89 | |
| 0.0256 | 23.25 | |
| 0.9675 | 810.34 | |
| 0.9212 | 9.66 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities