N.B.I. Industrial Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.57% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3264 | 5.31 | |
| 0.1674 | 4.57 | |
| 0.6683 | 9.05 | |
| 0.2722 | 1.02 | |
| -0.1648 | -0.42 | |
| -0.4899 | -1.44 | |
| 0.8954 | 2.08 | |
| -1.1468 | -2.41 |
Estimation Period:
Dec 28, 2017 to Feb 6, 2026
Dec 28, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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