NPC AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.97% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0889 | 13.70 | |
| 0.0889 | 38.89 | |
| 0.9069 | 336.26 | |
| -0.1274 | -1.59 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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