Noumi Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.68% (-12.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0006 | 4.48 | |
| 0.1880 | 6.56 | |
| 0.5816 | 11.76 | |
| 0.5685 | 4.22 | |
| -0.6562 | -3.21 | |
| 0.1573 | 1.21 | |
| -0.2463 | -2.82 | |
| 0.3034 | 3.66 | |
| -0.1341 | -1.63 | |
| 0.1102 | 1.35 | |
| -0.2163 | -3.03 | |
| 0.1263 | 2.70 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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