NI Holdings, Inc. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.41% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1140 | 5.56 | |
| 0.2362 | 6.54 | |
| 0.5691 | 9.35 | |
| 1.5517 | 4.90 | |
| -2.2961 | -4.93 | |
| 1.0101 | 2.62 | |
| -0.5940 | -1.14 | |
| 0.5984 | 1.21 | |
| -0.3255 | -1.16 |
Estimation Period:
Mar 16, 2017 to Feb 6, 2026
Mar 16, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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