Nelcast Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:67.53% (-12.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1360 | 5.64 | |
| 0.1388 | 5.70 | |
| 0.5567 | 7.35 | |
| 0.0023 | 0.02 | |
| -0.1683 | -0.71 | |
| 0.4599 | 2.51 | |
| -0.5386 | -3.65 | |
| 0.3861 | 3.08 | |
| -0.1572 | -1.32 | |
| -0.0768 | -0.64 | |
| 0.1938 | 1.36 | |
| -0.1375 | -1.18 |
Estimation Period:
Jul 23, 2007 to Feb 6, 2026
Jul 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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