Dyno Nobel Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.62% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0903 | 7.24 | |
| 0.2219 | 20.57 | |
| 0.9456 | 137.48 | |
| -0.0621 | -5.95 |
Estimation Period:
Jul 28, 2003 to Jan 30, 2026
Jul 28, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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