Nepes Ark Corporation Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.77% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2479 | 7.48 | |
| 0.0464 | 1.45 | |
| 0.7259 | 4.30 | |
| 0.5718 | 2.87 | |
| -0.7077 | -2.36 | |
| 0.1082 | 0.69 |
Estimation Period:
Nov 17, 2020 to Feb 6, 2026
Nov 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nepes Ark Corporation Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities