Agha Steel Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.55% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8274 | 12.54 | |
| 0.1167 | 8.54 | |
| 0.7600 | 48.44 | |
| 0.0005 | 0.02 |
Estimation Period:
Nov 2, 2020 to Feb 6, 2026
Nov 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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