Nacon Sa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.87% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1204 | 11.64 | |
| 0.1759 | 13.55 | |
| 0.9508 | 226.60 | |
| 0.0129 | 1.08 |
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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