Agora Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.42% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8709 | 8.97 | |
| 0.0905 | 7.50 | |
| 0.8054 | 29.75 | |
| -0.1424 | -4.19 | |
| 0.2816 | 5.27 | |
| -0.2457 | -5.62 | |
| 0.1533 | 3.68 | |
| -0.0818 | -2.04 | |
| 0.1112 | 2.47 | |
| -0.1728 | -3.39 | |
| 0.1415 | 3.51 |
Estimation Period:
Apr 20, 1999 to Feb 6, 2026
Apr 20, 1999 to Feb 6, 2026
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