NPD Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.95% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1896 | 9.39 | |
| 0.2468 | 11.62 | |
| 0.9227 | 101.31 | |
| 0.0544 | 3.01 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
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