Property & Building Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.85% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 10.84 | |
| 0.0839 | 47.70 | |
| 0.9038 | 498.50 | |
| 0.6080 | 11.18 |
Estimation Period:
Jan 23, 1995 to Feb 6, 2026
Jan 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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