Neosperience Spa EGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:56.33% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1629 | 5.92 | |
| 0.4151 | 18.55 | |
| 0.5561 | 7.51 | |
| 0.0721 | 3.56 |
Estimation Period:
Feb 20, 2019 to Jun 20, 2025
Feb 20, 2019 to Jun 20, 2025
News Impact Curve
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