Vintage Securities Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:66.15% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0251 | -3.83 | |
| 0.0364 | 11.27 | |
| 0.9624 | 285.49 | |
| 0.9384 | 10.59 |
Estimation Period:
Oct 14, 2013 to Jan 30, 2026
Oct 14, 2013 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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