Smu Sa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.96% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0574 | 14.10 | |
| 0.1239 | 26.33 | |
| 0.8662 | 236.79 | |
| 0.0271 | 0.71 |
Estimation Period:
Jan 24, 2017 to Feb 6, 2026
Jan 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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