Nacon Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.47% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1188 | 11.62 | |
| 0.1740 | 13.55 | |
| 0.9515 | 229.33 | |
| 0.0119 | 1.00 |
Estimation Period:
Mar 4, 2020 to Feb 13, 2026
Mar 4, 2020 to Feb 13, 2026
News Impact Curve
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