Nelco Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.59% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3314 | 13.67 | |
| 0.1662 | 7.40 | |
| 0.5493 | 8.76 | |
| 0.0053 | 2.08 | |
| -0.0098 | -1.98 |
Estimation Period:
Oct 16, 2003 to Feb 6, 2026
Oct 16, 2003 to Feb 6, 2026
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