WAM Research Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.23% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0932 | 23.26 | |
| 0.1543 | 34.93 | |
| 0.7979 | 154.55 | |
| -0.0741 | -2.51 |
Estimation Period:
Aug 19, 2003 to Feb 6, 2026
Aug 19, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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