Navamedic ASA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.17% (-12.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1694 | 0.00 | |
| 0.6604 | 0.31 | |
| 0.3393 | 0.28 | |
| 1,757.9440 | 8.82 | |
| -2,603.2130 | -3.91 | |
| 1,021.8750 | 0.77 | |
| -133.9831 | -0.03 | |
| -92.0050 | -0.02 | |
| 19.0740 | 0.01 | |
| 71.1887 | 0.06 | |
| -47.1120 | -0.06 |
Estimation Period:
Feb 7, 2019 to Feb 6, 2026
Feb 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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