NPC GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.48% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 10.82 | |
| 0.0743 | 33.13 | |
| 0.9216 | 347.12 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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