Digjam Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.69% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0121 | 7.82 | |
| 0.1178 | 31.87 | |
| 0.8303 | 116.33 | |
| -0.4768 | -4.09 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities