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V-Lab

Ncc Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.36% (+1.52%)
Analysis last updated: Saturday, February 7, 2026 at 11:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ncc Ltd S0GARCH
paramt-stat
ω1.13795.84
α0.13775.97
β0.726815.51
γ10.10370.82
γ2-0.2475-1.35
γ30.26472.17
γ4-0.0952-0.84
γ5-0.2275-1.78
γ60.45813.62
γ7-0.4529-4.53
γ80.27353.48
γ9-0.0736-1.46
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts