Agthia Group Pjsc GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:32.67% (-3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3896 | 21.70 | |
| 0.1663 | 17.81 | |
| 0.7521 | 106.45 | |
| -0.0029 | -0.18 |
Estimation Period:
Jan 2, 2006 to Feb 13, 2026
Jan 2, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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