NEXOME Capital Markets Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.19% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1495 | 21.66 | |
| 0.1698 | 28.10 | |
| 0.9452 | 328.41 | |
| -0.0207 | -2.77 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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