Nicco Parks & Resorts EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.28% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2875 | 13.77 | |
| 0.2903 | 28.85 | |
| 0.8609 | 86.47 | |
| -0.0051 | -0.61 |
Estimation Period:
Apr 12, 2011 to Jan 30, 2026
Apr 12, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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