Old Mutual Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.53% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 6.21 | |
| 0.0561 | 33.44 | |
| 0.9307 | 505.28 | |
| 0.7504 | 21.44 |
Estimation Period:
Jul 12, 1999 to Feb 6, 2026
Jul 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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