Agora Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.41% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1790 | 17.38 | |
| 0.0408 | 17.43 | |
| 0.9055 | 313.33 | |
| 0.0448 | 7.21 |
Estimation Period:
Apr 20, 1999 to Feb 6, 2026
Apr 20, 1999 to Feb 6, 2026
News Impact Curve
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