NagaCorp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.69% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3425 | 6.36 | |
| 0.1305 | 6.53 | |
| 0.7422 | 18.34 | |
| -0.0076 | -0.50 | |
| 0.0298 | 1.38 | |
| -0.0327 | -3.43 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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