Capital Alliance Plc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.50% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0044 | 9.91 | |
| 0.1382 | 10.36 | |
| 0.6844 | 36.12 | |
| -0.5511 | -2.13 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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