Agthia Group Pjsc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:30.71% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1042 | 5.36 | |
| 0.1618 | 7.85 | |
| 0.7007 | 18.82 | |
| -0.0044 | -0.06 | |
| -0.0502 | -0.47 | |
| 0.1978 | 2.74 | |
| -0.3175 | -4.89 | |
| 0.3255 | 4.77 | |
| -0.2981 | -4.42 | |
| 0.2648 | 3.79 | |
| -0.1555 | -2.58 |
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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