WAM Capital Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.97% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1145 | 20.49 | |
| 0.1310 | 30.00 | |
| 0.8026 | 120.96 | |
| 0.1411 | 4.06 |
Estimation Period:
Aug 12, 1999 to Feb 6, 2026
Aug 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other WAM Capital Ltd Analyses
Other AGARCH Analyses on Closed-end Funds