PBT Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.98% (-6.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3594 | 7.49 | |
| 0.1323 | 28.54 | |
| 0.8573 | 164.65 | |
| -0.1137 | -1.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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