NagaCorp Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.19% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7862 | 18.79 | |
| 0.1300 | 26.31 | |
| 0.7770 | 107.85 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
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