Rose Merc Limited AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:80.03% (-11.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2210 | 6.58 | |
| 0.2346 | 30.31 | |
| 0.7523 | 81.30 | |
| 0.5681 | 19.01 |
Estimation Period:
May 4, 2022 to Feb 6, 2026
May 4, 2022 to Feb 6, 2026
News Impact Curve
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