NPD Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.96% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9282 | 4.16 | |
| 0.1000 | 1.50 | |
| 0.6684 | 3.85 | |
| 1.8810 | 2.66 | |
| -2.2264 | -1.84 | |
| 0.7927 | 0.72 | |
| -1.5805 | -1.57 | |
| 1.9065 | 2.00 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities