Netbay PCL AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.52% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6375 | 25.01 | |
| 0.1351 | 12.72 | |
| 0.4245 | 47.96 | |
| -0.1188 | -0.88 |
Estimation Period:
Jun 16, 2016 to Feb 13, 2026
Jun 16, 2016 to Feb 13, 2026
News Impact Curve
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