Ncc Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.28% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1883 | 21.91 | |
| 0.4630 | 23.94 | |
| 0.1347 | 7.17 | |
| 0.0571 | 1.88 | |
| 0.0209 | 4.40 | |
| 0.9749 | 153.46 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
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