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V-Lab

Nelcast Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:67.53% (-12.55%)
Analysis last updated: Tuesday, February 10, 2026 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nelcast Ltd S0GARCH
paramt-stat
ω1.13605.64
α0.13885.70
β0.55677.35
γ10.00230.02
γ2-0.1683-0.71
γ30.45992.51
γ4-0.5386-3.65
γ50.38613.08
γ6-0.1572-1.32
γ7-0.0768-0.64
γ80.19381.36
γ9-0.1375-1.18
Estimation Period:
Jul 23, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts