Insignia Financial Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.35% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 5.48 | |
| 0.0429 | 26.03 | |
| 0.9510 | 477.63 | |
| 0.4999 | 5.62 |
Estimation Period:
Dec 5, 2003 to Feb 13, 2026
Dec 5, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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