NPD Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.65% (+6.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9136 | 4.20 | |
| 0.0952 | 1.50 | |
| 0.6718 | 3.89 | |
| 1.8500 | 2.71 | |
| -2.1688 | -1.86 | |
| 0.7170 | 0.68 | |
| -1.4541 | -1.60 | |
| 1.6961 | 3.09 |
Estimation Period:
Mar 16, 2020 to Feb 13, 2026
Mar 16, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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