Nocera Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:165.91% (-5.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5378 | 3.48 | |
| 0.2197 | 2.27 | |
| 0.3202 | 1.72 | |
| -4.8574 | -1.12 | |
| 9.0590 | 1.44 | |
| -5.7287 | -1.92 | |
| 3.3911 | 1.75 | |
| -6.3183 | -2.86 | |
| 13.5292 | 4.02 |
Estimation Period:
Aug 12, 2021 to Feb 6, 2026
Aug 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on Equities