NACCO Industries Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.86% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8962 | 6.45 | |
| 0.0994 | 8.44 | |
| 0.8083 | 36.17 | |
| -0.0465 | -1.03 | |
| 0.1566 | 2.20 | |
| -0.1965 | -3.75 | |
| 0.0912 | 1.94 | |
| 0.0917 | 2.16 | |
| -0.2492 | -6.35 | |
| 0.2453 | 6.06 | |
| -0.0870 | -2.22 | |
| -0.0459 | -1.24 | |
| 0.0570 | 1.87 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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