Next Mediaworks Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.15% (+3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3236 | 19.51 | |
| 0.2348 | 26.65 | |
| 0.8864 | 145.19 | |
| 0.0417 | 3.81 |
Estimation Period:
Oct 16, 2003 to Jan 30, 2026
Oct 16, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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