PNE AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.64% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0924 | 10.50 | |
| 0.1117 | 51.50 | |
| 0.8884 | 622.59 | |
| 0.6515 | 11.22 |
Estimation Period:
Dec 16, 1998 to Feb 13, 2026
Dec 16, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities