Naperol Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.66% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5864 | 6.61 | |
| 0.1417 | 6.49 | |
| 0.7018 | 16.43 | |
| -0.0954 | -2.94 | |
| 0.1008 | 2.17 | |
| 0.0400 | 1.47 | |
| -0.1099 | -4.48 | |
| 0.1477 | 4.18 |
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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