Noctiluca Spolka Akcyjna Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.23% (-3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2100 | 1.86 | |
| 0.1190 | 2.56 | |
| 0.7070 | 6.18 | |
| -9.1887 | -1.21 | |
| 18.3998 | 1.68 | |
| -15.8818 | -2.04 | |
| 11.2236 | 1.51 | |
| -8.7673 | -1.50 | |
| 9.2913 | 2.19 | |
| -12.9680 | -2.70 | |
| 24.3483 | 3.59 |
Estimation Period:
Apr 12, 2022 to Feb 6, 2026
Apr 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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