Dyno Nobel Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.63% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0911 | 7.27 | |
| 0.2233 | 20.72 | |
| 0.9452 | 137.01 | |
| -0.0630 | -6.03 |
Estimation Period:
Jul 28, 2003 to Feb 13, 2026
Jul 28, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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