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V-Lab

Ncab Group Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.05% (-1.61%)
Analysis last updated: Sunday, February 8, 2026 at 03:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ncab Group Ab SGARCH
paramt-stat
ω0.34263.21
α0.11842.88
β0.00000.00
γ1-2.1607-1.12
γ23.67091.52
γ3-3.4704-3.10
γ43.80212.67
γ5-3.8579-2.23
γ62.96211.93
γ7-1.0641-0.75
γ80.02570.02
γ91.29391.01
γ10-5.0713-2.40
Estimation Period:
Jun 5, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts