Ph Capital Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.62% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4115 | 8.77 | |
| 0.2084 | 45.39 | |
| 0.7612 | 90.22 | |
| -0.2180 | -7.04 |
Estimation Period:
Mar 19, 2012 to Feb 6, 2026
Mar 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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