National Refinery Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.26% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1686 | 26.12 | |
| 0.2596 | 29.23 | |
| 0.9223 | 289.11 | |
| 0.0041 | 0.82 |
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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