Comp SA AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:83.78% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 2.33 | |
| 0.1028 | 1.31 | |
| 0.4596 | 3.85 | |
| -0.5215 | -0.24 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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