Nocil Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.68% (-4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8978 | 9.09 | |
| 0.1669 | 6.82 | |
| 0.6014 | 11.90 | |
| -0.1302 | -1.82 | |
| 0.2186 | 1.98 | |
| -0.1548 | -2.44 | |
| 0.1037 | 2.16 | |
| -0.1040 | -2.13 | |
| 0.1507 | 2.78 | |
| -0.1297 | -2.48 | |
| 0.0738 | 1.87 | |
| -0.0677 | -1.74 | |
| 0.0784 | 1.41 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities