NPD Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.06% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0878 | 13.62 | |
| 0.1963 | 14.55 | |
| 0.6829 | 83.54 | |
| -0.8269 | -4.48 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities