Agribank Securities Jsc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.35% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5166 | 2.54 | |
| 0.1305 | 8.67 | |
| 0.7521 | 22.56 | |
| 0.1726 | 1.14 | |
| -0.1918 | -1.00 | |
| -0.0315 | -0.41 | |
| 0.1644 | 2.55 | |
| -0.2527 | -4.06 | |
| 0.2048 | 4.38 |
Estimation Period:
Dec 10, 2009 to Feb 6, 2026
Dec 10, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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