Esotiq & Henderson Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.33% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2596 | 10.39 | |
| 0.0720 | 26.68 | |
| 0.9078 | 308.55 | |
| 0.4786 | 2.45 |
Estimation Period:
Jul 26, 2011 to Feb 6, 2026
Jul 26, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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