NagaCorp Ltd MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.04% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5459 | 11.29 | |
| 0.2046 | 26.31 | |
| 0.7301 | 119.24 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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