NCC AB GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.13% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 14.47 | |
| 0.0378 | 29.32 | |
| 0.9515 | 533.33 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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