NSI NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.41% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0081 | 4.31 | |
| 0.1605 | 8.95 | |
| 0.7095 | 22.75 | |
| 0.0015 | 0.01 | |
| -0.0436 | -0.32 | |
| 0.2683 | 3.13 | |
| -0.4550 | -5.47 | |
| 0.3696 | 4.67 | |
| -0.2748 | -2.75 | |
| 0.1513 | 1.47 | |
| 0.1255 | 1.53 | |
| -0.2893 | -4.39 | |
| 0.1965 | 3.93 |
Estimation Period:
Apr 3, 1998 to Feb 13, 2026
Apr 3, 1998 to Feb 13, 2026
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