Ncc Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.36% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1379 | 5.84 | |
| 0.1377 | 5.97 | |
| 0.7268 | 15.51 | |
| 0.1037 | 0.82 | |
| -0.2475 | -1.35 | |
| 0.2647 | 2.17 | |
| -0.0952 | -0.84 | |
| -0.2275 | -1.78 | |
| 0.4581 | 3.62 | |
| -0.4529 | -4.53 | |
| 0.2735 | 3.48 | |
| -0.0736 | -1.46 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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