Nfc Pcl AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:95.25% (+43.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3961 | 13.73 | |
| 0.2191 | 22.83 | |
| 0.7047 | 54.81 | |
| -0.2618 | -1.20 |
Estimation Period:
Nov 6, 1996 to Jun 2, 2025
Nov 6, 1996 to Jun 2, 2025
News Impact Curve
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