Valor Estate Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:84.85% (-12.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0714 | 17.67 | |
| 0.1357 | 21.98 | |
| 0.7068 | 56.47 | |
| -0.0560 | -0.62 |
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Feb 24, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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