NPK International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.33% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9140 | 3.67 | |
| 0.0659 | 7.67 | |
| 0.8925 | 55.42 | |
| -0.0947 | -1.69 | |
| 0.2302 | 3.05 | |
| -0.2578 | -4.83 | |
| 0.1479 | 2.56 | |
| 0.0555 | 0.81 | |
| -0.2147 | -2.47 | |
| 0.2189 | 2.68 | |
| -0.0552 | -0.93 | |
| -0.1272 | -1.99 | |
| 0.1489 | 1.78 |
Estimation Period:
Sep 6, 1990 to Feb 6, 2026
Sep 6, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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