Computer Modelling Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.23% (-3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3812 | 12.28 | |
| 0.1541 | 20.18 | |
| 0.8254 | 134.68 | |
| 0.3529 | 5.68 |
Estimation Period:
Mar 18, 1997 to Feb 6, 2026
Mar 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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