Nec Capital Solutions Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.10% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1087 | 18.59 | |
| 0.1314 | 30.09 | |
| 0.8429 | 159.89 | |
| 0.0481 | 1.04 |
Estimation Period:
Feb 11, 2005 to Feb 10, 2026
Feb 11, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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