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Nfc Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:269.51% (+225.33%)
Analysis last updated: Thursday, June 5, 2025 at 11:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nfc Pcl S0GARCH
paramt-stat
ω0.78943.95
α0.21223.69
β0.69949.05
γ1-0.7715-1.64
γ20.91901.26
γ3-0.0909-0.17
γ4-0.4902-0.89
γ51.34362.21
γ6-1.8407-2.71
γ71.44962.29
γ8-0.6670-1.46
γ90.17910.42
Estimation Period:
Nov 6, 1996 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts