IT City PCL AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.65% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2606 | 16.02 | |
| 0.1035 | 17.45 | |
| 0.8602 | 129.47 | |
| -0.1796 | -1.60 |
Estimation Period:
Aug 1, 2003 to Feb 13, 2026
Aug 1, 2003 to Feb 13, 2026
News Impact Curve
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