The Agency Group Australia Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:110.57% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0333 | 4.40 | |
| 0.0470 | 3.16 | |
| 0.9134 | 32.51 | |
| 0.5577 | 0.60 | |
| -1.9754 | -1.22 | |
| 2.8054 | 2.59 | |
| -2.5425 | -4.04 | |
| 1.9470 | 3.09 | |
| -0.7237 | -0.78 | |
| -0.2058 | -0.21 | |
| 0.0722 | 0.12 |
Estimation Period:
Dec 18, 2007 to Feb 13, 2026
Dec 18, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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