Newag Sa GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.83% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6835 | 18.23 | |
| 0.2037 | 25.15 | |
| 0.6332 | 49.99 |
Estimation Period:
Dec 5, 2013 to Feb 6, 2026
Dec 5, 2013 to Feb 6, 2026
News Impact Curve
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