NSI NV EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.34% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 18.61 | |
| 0.2049 | 44.76 | |
| 0.9656 | 512.52 | |
| -0.0257 | -4.71 |
Estimation Period:
Apr 3, 1998 to Feb 13, 2026
Apr 3, 1998 to Feb 13, 2026
News Impact Curve
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