Norcod As Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.40% (-5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9361 | 2.87 | |
| 0.2479 | 4.53 | |
| 0.5386 | 6.89 | |
| -0.2189 | -0.28 | |
| 1.5281 | 1.43 | |
| -2.5401 | -3.45 | |
| 2.2591 | 2.57 | |
| -3.1635 | -1.58 |
Estimation Period:
Oct 15, 2020 to Feb 6, 2026
Oct 15, 2020 to Feb 6, 2026
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