Momentum Group Limited AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.71% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2269 | 18.83 | |
| 0.1099 | 31.42 | |
| 0.8342 | 156.87 | |
| 0.1525 | 3.61 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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