Sims Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.66% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 9.16 | |
| 0.0349 | 30.82 | |
| 0.9550 | 609.44 | |
| 0.5431 | 7.58 |
Estimation Period:
Nov 25, 1991 to Feb 6, 2026
Nov 25, 1991 to Feb 6, 2026
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