Novac Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.36% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7239 | 3.76 | |
| 0.4671 | 3.09 | |
| 0.0828 | 1.14 | |
| 3.6051 | 1.40 | |
| -2.6397 | -0.60 | |
| -3.6944 | -0.96 | |
| 4.7291 | 1.32 | |
| -4.1298 | -1.37 | |
| 3.5965 | 1.88 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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