Sims Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.55% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 12.41 | |
| 0.0249 | 28.92 | |
| 0.9693 | 869.33 |
Estimation Period:
Nov 25, 1991 to Feb 6, 2026
Nov 25, 1991 to Feb 6, 2026
News Impact Curve
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