NAM A Commercial Joint Stock EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.07% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 1.06 | |
| 0.0895 | 3.88 | |
| 0.9602 | 71.23 | |
| 0.1218 | 4.48 |
Estimation Period:
Mar 8, 2024 to Feb 6, 2026
Mar 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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