AGF Management Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.84% (+5.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4977 | 7.89 | |
| 0.1905 | 10.40 | |
| 0.7034 | 27.16 | |
| -0.0016 | -0.05 | |
| 0.0812 | 1.75 | |
| -0.1928 | -6.17 | |
| 0.2100 | 6.70 | |
| -0.1436 | -3.82 | |
| 0.0576 | 1.50 | |
| -0.0123 | -0.31 | |
| 0.0049 | 0.10 | |
| -0.0054 | -0.15 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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