Next Capital Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.75% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2634 | 4.37 | |
| 0.0387 | 1.65 | |
| 0.7086 | 3.70 | |
| 0.1153 | 0.08 | |
| 0.3569 | 0.18 | |
| 0.0943 | 0.06 | |
| -2.3095 | -1.51 | |
| 4.2184 | 3.20 | |
| -4.7368 | -4.53 | |
| 2.2205 | 1.34 |
Estimation Period:
Nov 9, 2020 to Feb 6, 2026
Nov 9, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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