Porr Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.86% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0458 | 4.56 | |
| 0.1647 | 6.53 | |
| 0.7267 | 17.21 | |
| 0.2458 | 2.30 | |
| -0.4657 | -2.96 | |
| 0.4753 | 3.73 | |
| -0.5678 | -3.63 | |
| 0.6636 | 4.26 | |
| -0.5973 | -4.35 | |
| 0.3179 | 3.15 | |
| -0.0783 | -1.06 | |
| -0.0133 | -0.17 | |
| 0.1234 | 1.34 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
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