National Refinery Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.71% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3401 | 24.73 | |
| 0.1208 | 38.37 | |
| 0.8371 | 209.22 | |
| -0.0346 | -0.84 |
Estimation Period:
Feb 13, 1993 to Feb 6, 2026
Feb 13, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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