Modern Steels Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.49% (-4.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 4.68 | |
| 0.1711 | 36.18 | |
| 0.8453 | 211.48 | |
| 0.3753 | 6.01 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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