Summit Securities Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.02% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0976 | 20.52 | |
| 0.1598 | 27.21 | |
| 0.7166 | 79.31 | |
| -0.2067 | -2.38 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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