Vintage Securities Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.45% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 10.27 | |
| 0.0690 | 18.06 | |
| 0.9225 | 212.11 |
Estimation Period:
Oct 14, 2013 to Feb 13, 2026
Oct 14, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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