Nfc Pcl EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:233.44% (+179.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3623 | 17.75 | |
| 0.3167 | 28.78 | |
| 0.8981 | 141.52 | |
| 0.0290 | 2.52 |
Estimation Period:
Nov 6, 1996 to Jun 2, 2025
Nov 6, 1996 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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