Spencers Retail Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.19% (-5.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7802 | 14.04 | |
| 0.0980 | 18.04 | |
| 0.8236 | 142.22 | |
| -0.1963 | -1.30 |
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Jan 25, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spencers Retail Ltd Analyses
Other AGARCH Analyses on International Equities