N C Housing Public Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.33% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3219 | 3.70 | |
| 0.2005 | 5.88 | |
| 0.6420 | 15.40 | |
| -0.3658 | -2.33 | |
| 0.7592 | 3.32 | |
| -0.6368 | -3.32 | |
| 0.3629 | 2.02 | |
| -0.1382 | -0.70 | |
| -0.2214 | -0.97 | |
| 0.7938 | 4.07 | |
| -1.0392 | -5.29 | |
| 0.5851 | 2.60 | |
| -0.0481 | -0.30 |
Estimation Period:
Jun 25, 2004 to Feb 6, 2026
Jun 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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