Prime Securities Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.16% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 8.30 | |
| 0.0346 | 20.48 | |
| 0.9644 | 528.15 |
Estimation Period:
Apr 3, 1995 to Feb 6, 2026
Apr 3, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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