Naperol Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.16% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9354 | 7.92 | |
| 0.1405 | 6.41 | |
| 0.6876 | 14.51 | |
| 0.2547 | 1.98 | |
| -0.4815 | -2.38 | |
| 0.2991 | 2.03 | |
| -0.1223 | -0.76 | |
| 0.1675 | 0.98 | |
| -0.1428 | -0.93 | |
| 0.0087 | 0.06 | |
| -0.0912 | -0.70 | |
| 0.2645 | 2.00 | |
| -0.2208 | -2.13 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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