NPC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.77% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 10.85 | |
| 0.0745 | 33.18 | |
| 0.9214 | 346.37 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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