Porr Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.31% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9953 | 4.21 | |
| 0.1661 | 6.62 | |
| 0.7294 | 17.74 | |
| 0.2079 | 1.90 | |
| -0.4059 | -2.53 | |
| 0.4376 | 3.42 | |
| -0.5410 | -3.43 | |
| 0.6455 | 4.11 | |
| -0.5868 | -4.24 | |
| 0.3160 | 3.10 | |
| -0.0928 | -1.26 | |
| 0.0376 | 0.53 | |
| -0.0241 | -0.49 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
News Impact Curve
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