Novac Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.81% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6909 | 4.01 | |
| 0.4632 | 3.18 | |
| 0.0914 | 1.15 | |
| 3.0043 | 2.98 | |
| -4.5459 | -2.78 | |
| 2.0071 | 1.61 | |
| -1.5652 | -0.85 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Novac Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities