NCC AB GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.49% (+2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1146 | 16.42 | |
| 0.0517 | 31.42 | |
| 0.9295 | 415.32 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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