Nda Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.49% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3663 | 4.34 | |
| 0.1977 | 6.18 | |
| 0.5538 | 7.00 | |
| 0.3393 | 0.41 | |
| -0.0716 | -0.05 | |
| -0.2039 | -0.18 | |
| 0.4671 | 0.45 | |
| -1.6379 | -1.67 | |
| 2.0720 | 2.49 | |
| -0.7207 | -1.11 | |
| -1.5714 | -3.05 | |
| 2.5198 | 6.25 | |
| -2.0261 | -3.85 |
Estimation Period:
Feb 29, 2012 to Feb 6, 2026
Feb 29, 2012 to Feb 6, 2026
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