Nok Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.80% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3271 | 7.12 | |
| 0.0800 | 7.55 | |
| 0.8455 | 42.64 | |
| -0.0007 | -0.02 | |
| 0.0798 | 1.31 | |
| -0.1717 | -4.40 | |
| 0.1534 | 4.46 | |
| -0.1013 | -3.23 | |
| 0.0567 | 1.74 | |
| -0.0212 | -0.55 | |
| 0.0349 | 0.71 | |
| -0.1457 | -1.80 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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