NMDC Group PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.23% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7589 | 1.27 | |
| 0.2230 | 3.64 | |
| 0.4431 | 3.99 | |
| -10.7980 | -1.06 | |
| 21.5047 | 1.54 | |
| -19.1687 | -2.58 | |
| 11.3295 | 1.99 | |
| -1.7616 | -0.35 | |
| -3.9204 | -0.74 | |
| 5.0794 | 1.18 | |
| -4.6901 | -0.85 | |
| 3.6523 | 0.44 | |
| 4.8365 | 0.47 |
Estimation Period:
Mar 17, 2021 to Feb 6, 2026
Mar 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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