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V-Lab

Ncc Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.02% (+2.12%)
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 SGARCH
paramt-stat
ω1.15676.20
α0.14475.92
β0.692713.23
γ10.12361.01
γ2-0.2706-1.53
γ30.26172.31
γ4-0.0830-0.78
γ5-0.2407-1.99
γ60.48594.07
γ7-0.5230-5.41
γ80.43474.83
γ9-0.4862-3.56
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts