Nacon Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.06% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1337 | 28.26 | |
| 0.2037 | 15.08 | |
| 0.4627 | 29.84 | |
| -0.1189 | -0.97 |
Estimation Period:
Mar 4, 2020 to Feb 6, 2026
Mar 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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