Pacific Current Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.98% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1442 | 20.25 | |
| 0.0742 | 44.45 | |
| 0.9015 | 411.46 | |
| 0.0073 | 0.06 |
Estimation Period:
Jan 16, 1996 to Feb 6, 2026
Jan 16, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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