Nepes Corporation Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.04% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9802 | 6.30 | |
| 0.0471 | 5.01 | |
| 0.8704 | 34.90 | |
| -0.2577 | -4.21 | |
| 0.4170 | 4.86 | |
| -0.2448 | -4.34 | |
| 0.1246 | 2.17 | |
| -0.0950 | -1.56 | |
| 0.1802 | 2.96 | |
| -0.2663 | -4.10 | |
| 0.2644 | 3.57 | |
| -0.1983 | -1.59 |
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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