Truworths International Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.68% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0907 | 12.94 | |
| 0.2877 | 12.01 | |
| 0.3622 | 10.92 | |
| -0.1182 | -1.15 |
Estimation Period:
Sep 27, 2024 to Feb 13, 2026
Sep 27, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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