Ncl Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.51% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7443 | 8.74 | |
| 0.1190 | 6.58 | |
| 0.6724 | 13.34 | |
| 0.0999 | 2.61 | |
| -0.1845 | -3.05 | |
| 0.2310 | 4.58 | |
| -0.2763 | -5.43 | |
| 0.1956 | 4.22 | |
| -0.1250 | -2.75 | |
| 0.1214 | 1.95 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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