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Nortel Netw Netas Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:55.82% (+9.17%)
Analysis last updated: Saturday, February 21, 2026 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Nortel Netw Netas S0GARCH
paramt-stat
ω0.97546.85
α0.16799.34
β0.692522.19
γ1-0.0430-1.35
γ20.01220.26
γ30.10333.77
γ4-0.1398-4.90
γ50.12393.73
γ6-0.0857-2.73
γ70.03341.62
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts