Nass Petrol Factory Co MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:65.23% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.3475 | 20.36 | |
| 0.5197 | 22.07 | |
| -0.2341 | -7.87 | |
| 10.0000 | 0.05 | |
| 0.1187 | 0.05 | |
| 0.5303 | 0.06 |
Estimation Period:
Aug 28, 2024 to Jan 29, 2026
Aug 28, 2024 to Jan 29, 2026
News Impact Curve
Volatility Forecasts
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