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V-Lab

Nac Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.35% (-0.86%)
Analysis last updated: Friday, February 13, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nac Co Ltd S0GARCH
paramt-stat
ω1.37624.29
α0.17136.96
β0.751524.83
γ1-0.0719-0.82
γ2-0.0085-0.07
γ30.22582.62
γ4-0.2690-2.63
γ50.27002.41
γ6-0.2935-3.85
γ70.20682.39
γ8-0.0777-0.79
γ90.06270.83
γ10-0.0654-1.13
Estimation Period:
Sep 21, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts