NCC AB EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.67% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 9.94 | |
| 0.0817 | 28.63 | |
| 0.9921 | 1,366.56 | |
| -0.0237 | -8.28 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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