Ncc Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.02% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1567 | 6.20 | |
| 0.1447 | 5.92 | |
| 0.6927 | 13.23 | |
| 0.1236 | 1.01 | |
| -0.2706 | -1.53 | |
| 0.2617 | 2.31 | |
| -0.0830 | -0.78 | |
| -0.2407 | -1.99 | |
| 0.4859 | 4.07 | |
| -0.5230 | -5.41 | |
| 0.4347 | 4.83 | |
| -0.4862 | -3.56 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
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