Pnb Gilts Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.33% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5733 | 16.27 | |
| 0.1809 | 23.11 | |
| 0.7458 | 85.98 | |
| -0.6910 | -7.26 |
Estimation Period:
Apr 11, 2007 to Feb 6, 2026
Apr 11, 2007 to Feb 6, 2026
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