Investec Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.22% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1910 | 22.87 | |
| 0.1023 | 38.73 | |
| 0.8389 | 234.74 | |
| 0.6068 | 11.79 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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