Paragon Finance Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:115.27% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1754 | 4.36 | |
| 0.1586 | 5.53 | |
| 0.7446 | 12.74 | |
| 1.4638 | 3.14 | |
| -2.0081 | -2.72 | |
| 0.9128 | 1.97 | |
| -0.8383 | -2.67 | |
| 0.9752 | 3.85 | |
| -0.9650 | -3.93 | |
| 0.6421 | 2.30 | |
| 0.1319 | 0.31 |
Estimation Period:
Mar 15, 2012 to Feb 13, 2026
Mar 15, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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