Next Capital Pcl EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.57% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3338 | 6.55 | |
| 0.0712 | 4.92 | |
| 0.8712 | 48.29 | |
| 0.0738 | 5.40 |
Estimation Period:
Nov 9, 2020 to Feb 6, 2026
Nov 9, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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