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NIS AD Novi SAD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 9th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 19, 2025 at 12:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NIS AD Novi SAD S0GARCH
paramt-stat
ω2.42814.09
α0.4064118.18
β0.5931172.88
γ1-1.4377-1.50
γ21.45430.98
γ3-0.0697-0.07
γ40.14970.22
γ5-0.3724-0.81
γ60.89411.54
γ7-5.2660-2.60
γ815.60492.76
γ9-26.7878-4.12
γ1024.90507.90
Estimation Period:
Aug 30, 2010 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts