Trust Modaraba AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.92% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9319 | 13.36 | |
| 0.0559 | 21.03 | |
| 0.9284 | 287.87 | |
| 0.2472 | 0.71 |
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Jan 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Trust Modaraba Analyses
Other AGARCH Analyses on International Equities