Agp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.13% (-5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8931 | 13.32 | |
| 0.1343 | 11.15 | |
| 0.6850 | 40.06 | |
| 0.0176 | 0.71 |
Estimation Period:
Mar 5, 2018 to Feb 6, 2026
Mar 5, 2018 to Feb 6, 2026
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