NSI NV AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.07% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 16.16 | |
| 0.1208 | 38.72 | |
| 0.8631 | 283.72 | |
| 0.0807 | 2.11 |
Estimation Period:
Apr 3, 1998 to Feb 13, 2026
Apr 3, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Real Estate