Thorney Opportunities Ltd/Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.14% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 9.15 | |
| 0.0953 | 41.37 | |
| 0.9092 | 513.38 | |
| 0.2319 | 3.53 |
Estimation Period:
Mar 22, 2000 to Feb 6, 2026
Mar 22, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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