Nfc Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:268.39% (+228.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7824 | 3.93 | |
| 0.2115 | 3.75 | |
| 0.7018 | 9.37 | |
| -0.7952 | -1.69 | |
| 0.9525 | 1.30 | |
| -0.1040 | -0.19 | |
| -0.4885 | -0.89 | |
| 1.3468 | 2.20 | |
| -1.8353 | -2.69 | |
| 1.4132 | 2.16 | |
| -0.5617 | -0.72 | |
| -0.1219 | -0.08 |
Estimation Period:
Nov 6, 1996 to Jun 2, 2025
Nov 6, 1996 to Jun 2, 2025
News Impact Curve
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