NMDC Group PJSC AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:39.23% (-5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2422 | 13.11 | |
| 0.1768 | 13.31 | |
| 0.6237 | 33.76 | |
| -0.4933 | -2.88 |
Estimation Period:
Mar 17, 2021 to Feb 6, 2026
Mar 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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