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V-Lab

Agthia Group Pjsc Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:32.08% (-4.62%)
Analysis last updated: Friday, February 13, 2026 at 07:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Agthia Group Pjsc SGARCH
paramt-stat
ω1.31945.62
α0.15987.80
β0.690917.98
γ10.23882.03
γ2-0.4687-2.64
γ30.40983.05
γ4-0.1560-1.17
γ5-0.2072-1.80
γ60.36333.18
γ7-0.2726-2.12
γ80.02280.16
γ90.27071.67
γ10-0.4235-1.49
Estimation Period:
Jan 2, 2006 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts