Ncab Group Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.05% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3426 | 3.21 | |
| 0.1184 | 2.88 | |
| 0.0000 | 0.00 | |
| -2.1607 | -1.12 | |
| 3.6709 | 1.52 | |
| -3.4704 | -3.10 | |
| 3.8021 | 2.67 | |
| -3.8579 | -2.23 | |
| 2.9621 | 1.93 | |
| -1.0641 | -0.75 | |
| 0.0257 | 0.02 | |
| 1.2939 | 1.01 | |
| -5.0713 | -2.40 |
Estimation Period:
Jun 5, 2018 to Feb 6, 2026
Jun 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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