BTS Group Holdings PCL AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:44.18% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0090 | -1.63 | |
| 0.0614 | 29.63 | |
| 0.9392 | 462.00 | |
| 0.7268 | 11.92 |
Estimation Period:
Mar 1, 1991 to Feb 6, 2026
Mar 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other BTS Group Holdings PCL Analyses
Other AGARCH Analyses on International Equities