NAOS Ex-50 Opportunities Company Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.24% (+12.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 6.94 | |
| 0.1946 | 21.13 | |
| 0.9749 | 340.52 | |
| -0.0822 | -7.18 |
Estimation Period:
Nov 12, 2014 to Feb 6, 2026
Nov 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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