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V-Lab

NMDC Group PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.23% (-0.41%)
Analysis last updated: Wednesday, February 11, 2026 at 07:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of NMDC Group PJSC SGARCH
paramt-stat
ω0.75891.27
α0.22303.64
β0.44313.99
γ1-10.7980-1.06
γ221.50471.54
γ3-19.1687-2.58
γ411.32951.99
γ5-1.7616-0.35
γ6-3.9204-0.74
γ75.07941.18
γ8-4.6901-0.85
γ93.65230.44
γ104.83650.47
Estimation Period:
Mar 17, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts