NPR Finance Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.31% (+10.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1654 | 18.96 | |
| 0.2285 | 35.14 | |
| 0.9451 | 302.35 | |
| -0.0116 | -0.92 |
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Apr 27, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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