Auto Nejma AGARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:70.00% (-4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 2.68 | |
| 0.1337 | 49.13 | |
| 0.8914 | 380.60 | |
| -0.2670 | -1.92 |
Estimation Period:
May 3, 1999 to Dec 5, 2025
May 3, 1999 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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