Pengana International Equities Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.70% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 17.12 | |
| 0.1307 | 35.08 | |
| 0.8363 | 178.93 | |
| 0.1608 | 5.22 |
Estimation Period:
Mar 19, 2004 to Feb 6, 2026
Mar 19, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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