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V-Lab

Nsw Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.31% (-0.34%)
Analysis last updated: Wednesday, February 11, 2026 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nsw Inc S0GARCH
paramt-stat
ω1.05015.87
α0.16436.45
β0.717520.50
γ1-0.0800-1.06
γ2-0.0289-0.24
γ30.30743.54
γ4-0.3820-5.51
γ50.33444.88
γ6-0.1883-2.55
γ7-0.0350-0.53
γ80.12212.29
γ9-0.0489-1.33
Estimation Period:
Apr 30, 1996 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts