National CineMedia Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.56% (+9.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3707 | 4.70 | |
| 0.1286 | 5.07 | |
| 0.7220 | 13.16 | |
| -1.0774 | -4.19 | |
| 1.2886 | 3.37 | |
| -0.0891 | -0.29 | |
| -0.2665 | -1.05 | |
| 0.3990 | 1.35 | |
| -0.4890 | -0.95 | |
| 0.4532 | 0.90 | |
| -0.3260 | -0.95 | |
| -0.1604 | -0.49 | |
| 0.5316 | 1.35 |
Estimation Period:
Feb 8, 2007 to Feb 6, 2026
Feb 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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