Nac Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.35% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3762 | 4.29 | |
| 0.1713 | 6.96 | |
| 0.7515 | 24.83 | |
| -0.0719 | -0.82 | |
| -0.0085 | -0.07 | |
| 0.2258 | 2.62 | |
| -0.2690 | -2.63 | |
| 0.2700 | 2.41 | |
| -0.2935 | -3.85 | |
| 0.2068 | 2.39 | |
| -0.0777 | -0.79 | |
| 0.0627 | 0.83 | |
| -0.0654 | -1.13 |
Estimation Period:
Sep 21, 1995 to Feb 10, 2026
Sep 21, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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