CIC Group JSC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.54% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6217 | 16.71 | |
| 0.1925 | 33.28 | |
| 0.7349 | 88.80 | |
| 0.2554 | 3.68 |
Estimation Period:
Mar 25, 2020 to Feb 6, 2026
Mar 25, 2020 to Feb 6, 2026
News Impact Curve
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