Premium Globl Incm Splt Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.75% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 5.48 | |
| 0.1339 | 37.43 | |
| 0.8825 | 346.37 | |
| 0.2371 | 5.71 |
Estimation Period:
Feb 17, 2004 to Feb 6, 2026
Feb 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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