T-Cap Securities JSC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.52% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5737 | 18.70 | |
| 0.1913 | 30.37 | |
| 0.7340 | 84.55 | |
| 0.0250 | 0.48 |
Estimation Period:
Jun 29, 2018 to Feb 6, 2026
Jun 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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