Nel Asa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.26% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1553 | 11.72 | |
| 0.2390 | 26.72 | |
| 0.9608 | 249.29 | |
| -0.0521 | -7.27 |
Estimation Period:
Apr 18, 2006 to Feb 6, 2026
Apr 18, 2006 to Feb 6, 2026
News Impact Curve
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