Old Mutual Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.07% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1092 | 10.80 | |
| 0.0824 | 20.52 | |
| 0.8811 | 184.87 | |
| 0.7249 | 12.83 |
Estimation Period:
Jun 25, 2018 to Feb 6, 2026
Jun 25, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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