Index Living Mall PCL AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.87% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0686 | 7.66 | |
| 0.0365 | 15.77 | |
| 0.9489 | 403.78 | |
| 0.2487 | 1.28 |
Estimation Period:
Jul 26, 2019 to Feb 13, 2026
Jul 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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