Caffyns PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.81% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 4.08 | |
| 0.0223 | 9.64 | |
| 0.9705 | 300.37 | |
| 0.6284 | 5.20 |
Estimation Period:
Jan 12, 2007 to Jan 9, 2026
Jan 12, 2007 to Jan 9, 2026
News Impact Curve
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