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V-Lab

Nelcast Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.17% (-15.69%)
Analysis last updated: Saturday, February 7, 2026 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nelcast Ltd SGARCH
paramt-stat
ω1.14455.71
α0.14535.81
β0.53416.95
γ10.01310.09
γ2-0.1883-0.80
γ30.47862.63
γ4-0.5582-3.80
γ50.40963.28
γ6-0.1928-1.62
γ7-0.0105-0.09
γ80.04760.32
γ90.23401.02
Estimation Period:
Jul 23, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts