Newag Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.05% (-5.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3028 | 15.94 | |
| 0.3584 | 30.71 | |
| 0.7916 | 62.82 | |
| -0.0588 | -4.29 |
Estimation Period:
Dec 5, 2013 to Feb 6, 2026
Dec 5, 2013 to Feb 6, 2026
News Impact Curve
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