Ittthi Nice Corporation PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.06% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9147 | 2.39 | |
| 0.0646 | 1.17 | |
| 0.4839 | 1.30 | |
| -22.5713 | -1.32 | |
| 42.5303 | 1.74 | |
| -31.2958 | -2.07 | |
| 10.0919 | 0.75 | |
| 4.3496 | 0.39 | |
| -6.2814 | -0.61 | |
| 15.2504 | 1.16 | |
| -34.0456 | -1.47 | |
| 46.9130 | 1.47 |
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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