Nocil Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.82% (-4.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9677 | 9.47 | |
| 0.1664 | 6.86 | |
| 0.6036 | 11.95 | |
| -0.0993 | -1.32 | |
| 0.1683 | 1.46 | |
| -0.1180 | -1.80 | |
| 0.0711 | 1.47 | |
| -0.0760 | -1.56 | |
| 0.1281 | 2.40 | |
| -0.1119 | -2.19 | |
| 0.0589 | 1.56 | |
| -0.0526 | -1.71 | |
| 0.0535 | 2.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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