Nacdac Infrastructure Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:76.82% (-3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3780 | 8.10 | |
| 0.5537 | 14.05 | |
| 0.8642 | 53.61 | |
| 0.0875 | 2.30 |
Estimation Period:
Dec 24, 2024 to Jan 23, 2026
Dec 24, 2024 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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