N.B.I. Industrial AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.25% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2010 | 10.09 | |
| 0.1803 | 19.75 | |
| 0.6275 | 34.36 | |
| 0.1544 | 1.86 |
Estimation Period:
Dec 28, 2017 to Feb 6, 2026
Dec 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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