Norofert SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.12% (-6.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9457 | 9.46 | |
| 0.2263 | 4.43 | |
| 0.3030 | 5.64 | |
| 0.2679 | 6.38 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
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