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Agora Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.42% (-0.94%)
Analysis last updated: Thursday, February 12, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agora Sa S0GARCH
paramt-stat
ω0.87098.97
α0.09057.50
β0.805429.75
γ1-0.1424-4.19
γ20.28165.27
γ3-0.2457-5.62
γ40.15333.68
γ5-0.0818-2.04
γ60.11122.47
γ7-0.1728-3.39
γ80.14153.51
Estimation Period:
Apr 20, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts