Tetragon Financial Group Ltd/Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.33% (+4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 9.98 | |
| 0.0954 | 23.83 | |
| 0.9009 | 247.77 | |
| -0.1829 | -3.12 |
Estimation Period:
Apr 19, 2007 to Jan 30, 2026
Apr 19, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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