Clime Capital Ltd/fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.89% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 13.81 | |
| 0.1078 | 33.42 | |
| 0.8739 | 237.15 | |
| -0.1481 | -3.85 |
Estimation Period:
Feb 3, 2004 to Feb 6, 2026
Feb 3, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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