ARB Corp Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.79% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 11.90 | |
| 0.0307 | 21.14 | |
| 0.9616 | 531.88 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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