Agthia Group Pjsc Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:32.08% (-4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3194 | 5.62 | |
| 0.1598 | 7.80 | |
| 0.6909 | 17.98 | |
| 0.2388 | 2.03 | |
| -0.4687 | -2.64 | |
| 0.4098 | 3.05 | |
| -0.1560 | -1.17 | |
| -0.2072 | -1.80 | |
| 0.3633 | 3.18 | |
| -0.2726 | -2.12 | |
| 0.0228 | 0.16 | |
| 0.2707 | 1.67 | |
| -0.4235 | -1.49 |
Estimation Period:
Jan 2, 2006 to Feb 12, 2026
Jan 2, 2006 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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