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V-Lab

Nda Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.37% (-1.16%)
Analysis last updated: Saturday, February 7, 2026 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nda Securities Ltd S0GARCH
paramt-stat
ω1.35634.32
α0.19776.16
β0.55437.02
γ10.32740.40
γ2-0.0589-0.04
γ3-0.2003-0.18
γ40.45590.43
γ5-1.6248-1.65
γ62.06542.48
γ7-0.7378-1.14
γ8-1.4933-2.98
γ92.30576.81
γ10-1.4458-7.61
Estimation Period:
Feb 29, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts