WAM Active Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.05% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1317 | 15.69 | |
| 0.1059 | 29.76 | |
| 0.8485 | 169.88 | |
| 0.0535 | 0.74 |
Estimation Period:
Jan 11, 2008 to Feb 6, 2026
Jan 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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