NEXOME Capital Markets Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.41% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6309 | 5.30 | |
| 0.1559 | 7.33 | |
| 0.6362 | 12.58 | |
| -0.6138 | -2.70 | |
| 1.3823 | 4.18 | |
| -1.4698 | -6.54 | |
| 0.9239 | 4.84 | |
| -0.3367 | -1.86 | |
| 0.3438 | 1.72 | |
| -0.3768 | -1.87 | |
| 0.2575 | 1.15 | |
| -0.1876 | -0.95 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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