Agi Greenpac Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.09% (-6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6046 | 8.23 | |
| 0.1569 | 5.94 | |
| 0.4817 | 6.00 | |
| -0.1455 | -3.06 | |
| 0.1527 | 1.91 | |
| -0.0306 | -0.54 | |
| 0.0812 | 1.78 | |
| -0.1222 | -3.28 | |
| 0.1695 | 5.52 | |
| -0.2037 | -7.16 | |
| 0.1309 | 5.20 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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