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V-Lab

Nfc Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:268.39% (+228.42%)
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 SGARCH
paramt-stat
ω0.78243.93
α0.21153.75
β0.70189.37
γ1-0.7952-1.69
γ20.95251.30
γ3-0.1040-0.19
γ4-0.4885-0.89
γ51.34682.20
γ6-1.8353-2.69
γ71.41322.16
γ8-0.5617-0.72
γ9-0.1219-0.08
Estimation Period:
Nov 6, 1996 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts