Ittthi Nice Corporation PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.44% (+3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9113 | 2.37 | |
| 0.0761 | 1.26 | |
| 0.4601 | 1.32 | |
| -22.3737 | -1.28 | |
| 41.7968 | 1.68 | |
| -30.2404 | -2.00 | |
| 9.4551 | 0.71 | |
| 4.1641 | 0.37 | |
| -5.2208 | -0.52 | |
| 12.7334 | 1.08 | |
| -27.1825 | -1.42 | |
| 25.9540 | 1.53 |
Estimation Period:
Mar 22, 2023 to Feb 6, 2026
Mar 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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