Nelcast Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.17% (-15.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1445 | 5.71 | |
| 0.1453 | 5.81 | |
| 0.5341 | 6.95 | |
| 0.0131 | 0.09 | |
| -0.1883 | -0.80 | |
| 0.4786 | 2.63 | |
| -0.5582 | -3.80 | |
| 0.4096 | 3.28 | |
| -0.1928 | -1.62 | |
| -0.0105 | -0.09 | |
| 0.0476 | 0.32 | |
| 0.2340 | 1.02 |
Estimation Period:
Jul 23, 2007 to Feb 6, 2026
Jul 23, 2007 to Feb 6, 2026
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