Arbuthnot Banking Group PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.51% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 4.89 | |
| 0.0415 | 17.54 | |
| 0.9527 | 378.82 | |
| 0.5458 | 10.24 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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