N Citron Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.97% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1033 | 5.86 | |
| 0.1812 | 5.27 | |
| 0.5769 | 10.35 | |
| 0.7061 | 2.33 | |
| -1.0547 | -2.31 | |
| 0.7649 | 2.62 | |
| -0.7767 | -2.71 | |
| 0.6701 | 2.38 | |
| -0.4927 | -1.45 | |
| 0.2033 | 0.49 | |
| -0.2430 | -0.66 | |
| 0.6314 | 1.83 | |
| -0.5882 | -1.97 |
Estimation Period:
Mar 31, 2009 to Feb 6, 2026
Mar 31, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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