Nicox EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.90% (+12.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3747 | 17.33 | |
| 0.3627 | 37.79 | |
| 0.8707 | 106.06 | |
| -0.0304 | -3.22 |
Estimation Period:
Nov 2, 1999 to Feb 6, 2026
Nov 2, 1999 to Feb 6, 2026
News Impact Curve
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