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Nicox Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:51.29% (-1.45%)
Analysis last updated: Tuesday, February 10, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nicox S0GARCH
paramt-stat
ω1.70276.29
α0.32916.22
β0.48289.23
γ10.15811.44
γ2-0.1735-0.85
γ30.01750.09
γ40.01210.06
γ5-0.1423-0.74
γ60.27501.60
γ7-0.2624-1.81
γ80.22871.83
γ9-0.1111-0.86
γ10-0.0467-0.45
Estimation Period:
Nov 2, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts