NU Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.15% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5195 | 13.77 | |
| 0.0497 | 1.69 | |
| -0.6457 | -8.79 | |
| -0.1538 | -4.80 |
Estimation Period:
Apr 28, 2025 to Feb 6, 2026
Apr 28, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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