NagaCorp Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.13% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2160 | 13.10 | |
| 0.2511 | 29.64 | |
| 0.9021 | 129.09 | |
| -0.0237 | -2.08 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
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