NPD Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.67% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5417 | 8.14 | |
| 0.1305 | 7.66 | |
| 0.8181 | 48.43 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
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