Nelco Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.16% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5641 | 7.67 | |
| 0.1619 | 7.03 | |
| 0.5263 | 7.53 | |
| 0.1109 | 2.78 | |
| -0.1848 | -3.11 | |
| 0.1558 | 3.24 | |
| -0.1399 | -2.73 | |
| 0.0800 | 1.58 | |
| -0.0319 | -0.67 | |
| 0.0184 | 0.55 |
Estimation Period:
Oct 16, 2003 to Jan 30, 2026
Oct 16, 2003 to Jan 30, 2026
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