Australian Strategic Matl AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:72.52% (-5.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2155 | 20.18 | |
| 0.3087 | 15.87 | |
| 0.3509 | 39.49 | |
| -1.5690 | -5.19 |
Estimation Period:
Jul 30, 2020 to Feb 13, 2026
Jul 30, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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