Pico Far East Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.59% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1034 | 8.79 | |
| 0.0961 | 26.73 | |
| 0.8768 | 206.02 | |
| 0.6874 | 10.23 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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