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Nicco Parks & Resorts Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.06% (+1.56%)
Analysis last updated: Saturday, February 7, 2026 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nicco Parks & Resorts S0GARCH
paramt-stat
ω1.21984.22
α0.15316.12
β0.685210.67
γ10.39152.33
γ2-0.5996-2.76
γ30.26652.30
γ4-0.0025-0.02
γ5-0.2060-1.67
γ60.36392.17
γ7-0.4931-2.20
γ80.44272.30
Estimation Period:
Apr 12, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts