Investec PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.02% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0846 | 10.69 | |
| 0.0754 | 35.13 | |
| 0.8961 | 368.61 | |
| 0.8074 | 13.49 |
Estimation Period:
Jul 19, 2002 to Feb 6, 2026
Jul 19, 2002 to Feb 6, 2026
News Impact Curve
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