Nda Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.37% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3563 | 4.32 | |
| 0.1977 | 6.16 | |
| 0.5543 | 7.02 | |
| 0.3274 | 0.40 | |
| -0.0589 | -0.04 | |
| -0.2003 | -0.18 | |
| 0.4559 | 0.43 | |
| -1.6248 | -1.65 | |
| 2.0654 | 2.48 | |
| -0.7378 | -1.14 | |
| -1.4933 | -2.98 | |
| 2.3057 | 6.81 | |
| -1.4458 | -7.61 |
Estimation Period:
Feb 29, 2012 to Feb 6, 2026
Feb 29, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nda Securities Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities