NCC AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.98% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 12.80 | |
| 0.0871 | 30.12 | |
| 0.9899 | 1,334.11 | |
| -0.0141 | -3.97 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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