NCC AB AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.78% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4352 | 26.89 | |
| 0.1377 | 50.89 | |
| 0.7974 | 323.60 | |
| 0.2290 | 3.96 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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