Effi Capital Nadlan Ltd AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:30.89% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6922 | 27.27 | |
| 0.0553 | 4.53 | |
| 0.0142 | 1.66 | |
| 0.5853 | 1.17 |
Estimation Period:
Feb 19, 2024 to Feb 6, 2026
Feb 19, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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