Nmdc Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.12% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1971 | 5.29 | |
| 0.0809 | 5.59 | |
| 0.8735 | 39.19 | |
| 0.3214 | 1.96 | |
| -0.7173 | -2.54 | |
| 0.6687 | 3.27 | |
| -0.3297 | -2.36 | |
| 0.0365 | 0.31 | |
| 0.1212 | 0.94 | |
| -0.1849 | -1.01 | |
| 0.0341 | 0.14 | |
| 0.1049 | 0.56 |
Estimation Period:
Oct 21, 2003 to Feb 6, 2026
Oct 21, 2003 to Feb 6, 2026
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