Nfc Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:269.51% (+225.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7894 | 3.95 | |
| 0.2122 | 3.69 | |
| 0.6994 | 9.05 | |
| -0.7715 | -1.64 | |
| 0.9190 | 1.26 | |
| -0.0909 | -0.17 | |
| -0.4902 | -0.89 | |
| 1.3436 | 2.21 | |
| -1.8407 | -2.71 | |
| 1.4496 | 2.29 | |
| -0.6670 | -1.46 | |
| 0.1791 | 0.42 |
Estimation Period:
Nov 6, 1996 to Jun 2, 2025
Nov 6, 1996 to Jun 2, 2025
News Impact Curve
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