Agni Systems PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.58% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2240 | 10.37 | |
| 0.0672 | 17.59 | |
| 0.8902 | 168.92 | |
| 0.0275 | 2.74 |
Estimation Period:
Oct 3, 2008 to Feb 5, 2026
Oct 3, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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