NGE Capital Limited GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.02% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 7.72 | |
| 0.0473 | 27.31 | |
| 0.9527 | 609.90 |
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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