NACCO Industries Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.70% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8753 | 6.40 | |
| 0.0995 | 8.49 | |
| 0.8086 | 36.27 | |
| -0.0657 | -1.43 | |
| 0.1896 | 2.61 | |
| -0.2200 | -4.12 | |
| 0.1046 | 2.22 | |
| 0.0899 | 2.11 | |
| -0.2559 | -6.53 | |
| 0.2540 | 6.28 | |
| -0.0928 | -2.33 | |
| -0.0453 | -1.03 | |
| 0.0643 | 0.86 |
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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