Nelco EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:49.42% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3615 | 21.51 | |
| 0.2296 | 27.77 | |
| 0.8538 | 124.29 | |
| 0.0303 | 4.17 |
Estimation Period:
Oct 16, 2003 to Jan 30, 2026
Oct 16, 2003 to Jan 30, 2026
News Impact Curve
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