National Gypsum Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:42.21% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 17.15 | |
| 0.1135 | 14.62 | |
| 0.9696 | 430.95 | |
| -0.0089 | -1.40 |
Estimation Period:
Jan 17, 2000 to Feb 5, 2026
Jan 17, 2000 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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