Pinetree Capital Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.27% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7546 | 18.42 | |
| 0.1225 | 46.21 | |
| 0.8575 | 340.53 | |
| 0.1310 | 1.06 |
Estimation Period:
Dec 16, 1999 to Feb 6, 2026
Dec 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pinetree Capital Ltd Analyses
Other AGARCH Analyses on International Equities