NMDC Group PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.09% (-5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7649 | 1.26 | |
| 0.2219 | 3.71 | |
| 0.4499 | 4.11 | |
| -10.5122 | -1.02 | |
| 20.9732 | 1.49 | |
| -18.7007 | -2.50 | |
| 10.9018 | 1.89 | |
| -1.3376 | -0.27 | |
| -4.4048 | -0.83 | |
| 5.7563 | 1.37 | |
| -5.9942 | -1.22 | |
| 7.0163 | 1.01 | |
| -4.9326 | -0.90 |
Estimation Period:
Mar 17, 2021 to Feb 6, 2026
Mar 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NMDC Group PJSC Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities