Nayuki Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.83% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2842 | 2.53 | |
| 0.0734 | 1.67 | |
| 0.5244 | 1.75 | |
| 12.6803 | 2.53 | |
| -18.1610 | -2.55 | |
| 10.9216 | 2.28 | |
| -12.5138 | -3.05 | |
| 13.6358 | 3.25 | |
| -9.3467 | -1.97 | |
| 3.8234 | 0.77 | |
| 0.1702 | 0.03 | |
| -7.7326 | -1.43 | |
| 10.9180 | 2.56 |
Estimation Period:
Jul 1, 2021 to Feb 6, 2026
Jul 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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