NPC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.19% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7873 | 6.58 | |
| 0.1170 | 8.55 | |
| 0.8300 | 42.35 | |
| -0.0677 | -1.53 | |
| 0.1451 | 2.22 | |
| -0.1997 | -4.04 | |
| 0.1540 | 2.89 | |
| 0.0240 | 0.46 | |
| -0.1118 | -1.84 | |
| 0.0387 | 0.50 | |
| 0.1549 | 1.99 | |
| -0.2836 | -3.71 | |
| 0.1992 | 4.06 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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