CI Munro Global GRO Equity AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.25% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.04 | |
| 0.0368 | 11.63 | |
| 0.8883 | 135.33 | |
| 1.7439 | 15.33 |
Estimation Period:
Jan 12, 2021 to Feb 6, 2026
Jan 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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