Excelsior Capital Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.43% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2707 | 15.25 | |
| 0.1122 | 27.61 | |
| 0.8652 | 190.86 | |
| 0.3663 | 3.80 |
Estimation Period:
Jan 3, 1996 to Feb 6, 2026
Jan 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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