Next Mediaworks Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.61% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5692 | 6.27 | |
| 0.1384 | 5.42 | |
| 0.6693 | 11.71 | |
| 0.0461 | 0.87 | |
| -0.0219 | -0.26 | |
| -0.0225 | -0.27 | |
| -0.0726 | -0.79 | |
| 0.1618 | 2.37 | |
| -0.1587 | -3.30 | |
| 0.1003 | 3.06 |
Estimation Period:
Oct 16, 2003 to Jan 30, 2026
Oct 16, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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