Naperol Investments Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:50.74% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1894 | 20.85 | |
| 0.2210 | 27.15 | |
| 0.9176 | 216.87 | |
| 0.0304 | 4.80 |
Estimation Period:
Jul 3, 2003 to Jan 30, 2026
Jul 3, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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