Truworths International Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.49% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4521 | 25.09 | |
| 0.0831 | 27.46 | |
| 0.8405 | 239.12 | |
| -0.2646 | -1.90 |
Estimation Period:
Jun 10, 1998 to Feb 6, 2026
Jun 10, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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