Nacon Sa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.18% (+8.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6572 | 12.32 | |
| 0.0993 | 11.37 | |
| 0.8324 | 73.17 |
Estimation Period:
Mar 4, 2020 to Feb 6, 2026
Mar 4, 2020 to Feb 6, 2026
News Impact Curve
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