North East Rubber PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.74% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7306 | 6.35 | |
| 0.0711 | 2.92 | |
| 0.6744 | 4.70 | |
| 2.0393 | 5.29 | |
| -3.5913 | -6.10 | |
| 2.3965 | 5.59 | |
| -0.9203 | -2.13 | |
| 0.1591 | 0.30 | |
| -0.9939 | -1.06 |
Estimation Period:
Nov 7, 2018 to Feb 6, 2026
Nov 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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