Effi Capital Nadlan Ltd EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:33.44% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1599 | 2.73 | |
| 0.0398 | 1.93 | |
| 0.8895 | 20.84 | |
| -0.0569 | -5.46 |
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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