Nepes Corporation Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.03% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 18.10 | |
| 0.0941 | 25.19 | |
| 0.9819 | 1,022.78 | |
| -0.0140 | -3.80 |
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Jan 25, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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