NIS AD Novi SAD EGARCH Volatility Analysis
Volatility Prediction for Monday, June 9th, 2025:0.21% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0691 | 17.23 | |
| 0.3831 | 34.65 | |
| 0.9771 | 451.13 | |
| 0.0095 | 1.19 |
Estimation Period:
Aug 30, 2010 to Jun 6, 2025
Aug 30, 2010 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
Other NIS AD Novi SAD Analyses
Other EGARCH Analyses on International Equities