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V-Lab

Nmdc Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.12% (-1.83%)
Analysis last updated: Saturday, February 7, 2026 at 11:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nmdc Ltd S0GARCH
paramt-stat
ω1.19715.29
α0.08095.59
β0.873539.19
γ10.32141.96
γ2-0.7173-2.54
γ30.66873.27
γ4-0.3297-2.36
γ50.03650.31
γ60.12120.94
γ7-0.1849-1.01
γ80.03410.14
γ90.10490.56
Estimation Period:
Oct 21, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts