NPC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.53% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 13.75 | |
| 0.0891 | 38.93 | |
| 0.9066 | 335.55 | |
| -0.1295 | -1.61 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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