Netbay PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.05% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8228 | 2.58 | |
| 0.1000 | 2.79 | |
| 0.5905 | 4.47 | |
| 2.6284 | 2.62 | |
| -3.4950 | -2.73 | |
| 1.3037 | 1.88 | |
| -0.5345 | -0.78 | |
| -0.2534 | -0.35 | |
| 1.2505 | 1.50 | |
| -2.0006 | -2.19 | |
| 2.5129 | 2.62 | |
| -2.8495 | -3.53 | |
| 2.0293 | 4.34 |
Estimation Period:
Jun 16, 2016 to Feb 6, 2026
Jun 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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