NGS Group AB EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:101.37% (+3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 15.20 | |
| 0.0953 | 27.53 | |
| 0.9978 | 3,513.26 | |
| -0.0050 | -1.56 |
Estimation Period:
Mar 25, 2002 to Dec 30, 2025
Mar 25, 2002 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities