N.B.I. Industrial EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.85% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4363 | 7.78 | |
| 0.3234 | 22.10 | |
| 0.7683 | 25.22 | |
| 0.0019 | 0.13 |
Estimation Period:
Dec 28, 2017 to Feb 6, 2026
Dec 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other N.B.I. Industrial Analyses
Other EGARCH Analyses on International Equities