NGE Capital Limited AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.81% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1299 | 14.66 | |
| 0.1380 | 44.48 | |
| 0.8718 | 395.03 | |
| 0.1286 | 1.52 |
Estimation Period:
Dec 28, 2007 to Feb 6, 2026
Dec 28, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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