NPC GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.01% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 10.83 | |
| 0.0745 | 33.16 | |
| 0.9214 | 346.25 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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