Pae Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:118.44% (-9.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0488 | 6.06 | |
| 0.0952 | 16.17 | |
| 0.8378 | 76.48 | |
| 0.4367 | 2.55 |
Estimation Period:
May 4, 2011 to Jan 16, 2026
May 4, 2011 to Jan 16, 2026
News Impact Curve
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