Nortel Netw Netas Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.72% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9616 | 6.81 | |
| 0.1685 | 9.32 | |
| 0.6891 | 21.96 | |
| -0.0456 | -1.45 | |
| 0.0157 | 0.34 | |
| 0.1019 | 3.74 | |
| -0.1386 | -4.83 | |
| 0.1206 | 3.50 | |
| -0.0761 | -2.07 | |
| 0.0056 | 0.12 |
Estimation Period:
Dec 30, 1994 to Feb 20, 2026
Dec 30, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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