NCC AB AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.09% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0811 | 16.06 | |
| 0.0477 | 34.05 | |
| 0.9362 | 481.58 | |
| 0.2967 | 3.59 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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