NewPrinces SpA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.72% (+6.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1179 | 12.83 | |
| 0.2677 | 15.83 | |
| 0.9320 | 138.55 | |
| 0.0246 | 1.80 |
Estimation Period:
Oct 29, 2019 to Feb 6, 2026
Oct 29, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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