Natoco Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.85% (+16.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7518 | 2.59 | |
| 0.2922 | 6.50 | |
| 0.5494 | 11.68 | |
| -0.0431 | -0.43 | |
| 0.0756 | 0.55 | |
| -0.0337 | -0.53 | |
| -0.0220 | -0.35 | |
| 0.0179 | 0.23 | |
| 0.0581 | 0.86 | |
| -0.1088 | -2.12 | |
| 0.0855 | 2.17 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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