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V-Lab

Agp Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, September 30, 2025 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agp Corp SGARCH
paramt-stat
ω1.06854.96
α0.15795.14
β0.754718.48
γ1-0.3738-2.64
γ20.56582.66
γ3-0.1942-1.30
γ4-0.0837-0.61
γ50.27552.46
γ6-0.4741-3.50
γ70.56432.96
γ8-0.5242-2.91
γ90.64912.68
Estimation Period:
Feb 28, 2002 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts