N.B.I. Industrial Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.16% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3553 | 5.21 | |
| 0.1774 | 4.80 | |
| 0.6618 | 9.54 | |
| 0.3024 | 1.11 | |
| -0.2228 | -0.56 | |
| -0.4055 | -1.21 | |
| 0.6697 | 1.75 | |
| -0.4748 | -1.86 |
Estimation Period:
Dec 28, 2017 to Jan 30, 2026
Dec 28, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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