AGF Management Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:35.38% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1791 | 21.73 | |
| 0.0761 | 22.50 | |
| 0.8480 | 223.57 | |
| 0.0862 | 12.07 |
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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