NAOS Small Cap Opportunities C EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.56% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 12.09 | |
| 0.1325 | 23.70 | |
| 0.9909 | 1,175.49 | |
| -0.0257 | -5.57 |
Estimation Period:
Mar 25, 2004 to Feb 6, 2026
Mar 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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