Trucap Finance Limited GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.37% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6585 | 14.51 | |
| 0.2294 | 22.54 | |
| 0.7451 | 79.84 |
Estimation Period:
Feb 9, 2017 to Feb 6, 2026
Feb 9, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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