GPT Group/The AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.30% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 13.23 | |
| 0.0604 | 31.11 | |
| 0.9263 | 467.81 | |
| 0.3671 | 13.34 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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