Naperol Investments Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.96% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8783 | 23.57 | |
| 0.1309 | 27.07 | |
| 0.7665 | 110.02 | |
| -0.2718 | -3.53 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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