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V-Lab

NMDC Group PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.09% (-5.27%)
Analysis last updated: Saturday, February 7, 2026 at 07:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of NMDC Group PJSC S0GARCH
paramt-stat
ω0.76491.26
α0.22193.71
β0.44994.11
γ1-10.5122-1.02
γ220.97321.49
γ3-18.7007-2.50
γ410.90181.89
γ5-1.3376-0.27
γ6-4.4048-0.83
γ75.75631.37
γ8-5.9942-1.22
γ97.01631.01
γ10-4.9326-0.90
Estimation Period:
Mar 17, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts