NagaCorp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.65% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4907 | 10.60 | |
| 0.1331 | 6.74 | |
| 0.7431 | 19.86 | |
| 0.0090 | 5.04 |
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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