Romi Sa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.92% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0876 | 16.41 | |
| 0.1195 | 26.95 | |
| 0.7526 | 98.56 | |
| 0.0190 | 0.24 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
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