Comp SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.81% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4570 | 17.09 | |
| 0.1130 | 27.21 | |
| 0.7797 | 92.23 | |
| 0.3861 | 6.41 |
Estimation Period:
Jan 20, 2005 to Feb 6, 2026
Jan 20, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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