Nelco AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.02% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8889 | 30.28 | |
| 0.1739 | 35.32 | |
| 0.5728 | 58.88 | |
| -0.4347 | -5.50 |
Estimation Period:
Oct 16, 2003 to Feb 6, 2026
Oct 16, 2003 to Feb 6, 2026
News Impact Curve
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