Sovereign's Capital Flourish Fund AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.53% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2088 | 8.14 | |
| 0.1000 | 6.58 | |
| 0.7009 | 24.69 | |
| 0.4273 | 6.61 |
Estimation Period:
Oct 3, 2023 to Feb 6, 2026
Oct 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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