Agora Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.95% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8357 | 8.39 | |
| 0.0898 | 7.52 | |
| 0.8091 | 30.39 | |
| -0.1534 | -4.37 | |
| 0.2964 | 5.41 | |
| -0.2518 | -5.70 | |
| 0.1574 | 3.74 | |
| -0.0841 | -2.05 | |
| 0.1082 | 2.21 | |
| -0.1572 | -2.37 | |
| 0.0942 | 0.98 |
Estimation Period:
Apr 20, 1999 to Feb 6, 2026
Apr 20, 1999 to Feb 6, 2026
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