Nepes Corporation Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.39% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0037 | 6.53 | |
| 0.0471 | 5.01 | |
| 0.8700 | 34.88 | |
| -0.2384 | -3.99 | |
| 0.3850 | 4.58 | |
| -0.2214 | -3.93 | |
| 0.1047 | 1.82 | |
| -0.0785 | -1.29 | |
| 0.1663 | 2.73 | |
| -0.2524 | -3.96 | |
| 0.2456 | 4.04 | |
| -0.1592 | -3.46 |
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Jan 25, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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