AUB Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.78% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4953 | 19.53 | |
| 0.1357 | 23.08 | |
| 0.3708 | 15.05 | |
| 0.2391 | 3.68 |
Estimation Period:
Nov 16, 2005 to Feb 13, 2026
Nov 16, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities