NH Investment & Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:53.84% (+3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0417 | 6.95 | |
| 0.0676 | 10.22 | |
| 0.9099 | 106.38 | |
| 0.0765 | 4.74 | |
| -0.1414 | -5.67 | |
| 0.0868 | 4.86 | |
| -0.0216 | -1.18 | |
| -0.0003 | -0.02 | |
| 0.0028 | 0.21 |
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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