Skip to main content
V-Lab

Nsw Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.02% (-0.57%)
Analysis last updated: Friday, February 13, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nsw Inc SGARCH
paramt-stat
ω1.06185.91
α0.16376.45
β0.718320.26
γ1-0.0717-0.96
γ2-0.0440-0.36
γ30.32093.72
γ4-0.3940-5.68
γ50.34174.97
γ6-0.1866-2.50
γ7-0.0524-0.77
γ80.17012.67
γ9-0.1799-2.11
Estimation Period:
Apr 30, 1996 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts