Niterra Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.23% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 15.35 | |
| 0.1400 | 29.65 | |
| 0.9728 | 715.83 | |
| -0.0546 | -13.21 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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