Nrc Group Asa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.60% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 13.13 | |
| 0.1394 | 31.52 | |
| 0.9918 | 1,170.92 | |
| -0.0135 | -2.45 |
Estimation Period:
Aug 5, 1993 to Feb 6, 2026
Aug 5, 1993 to Feb 6, 2026
News Impact Curve
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