Nova Ljubljanska Banka dd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.50% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5612 | 13.28 | |
| 0.2753 | 19.48 | |
| 0.4753 | 20.95 | |
| -0.0675 | -1.11 |
Estimation Period:
Nov 14, 2018 to Jan 30, 2026
Nov 14, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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