National Foods EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.10% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2740 | 33.69 | |
| 0.3422 | 44.25 | |
| 0.8266 | 163.13 | |
| 0.0453 | 7.22 |
Estimation Period:
Sep 11, 2007 to Feb 6, 2026
Sep 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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