NPR Finance Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:91.80% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4177 | 4.96 | |
| 0.1420 | 6.51 | |
| 0.7635 | 16.89 | |
| 1.9044 | 4.80 | |
| -2.8331 | -4.55 | |
| 1.4336 | 3.69 | |
| -0.9833 | -3.72 | |
| 0.8688 | 4.07 | |
| -0.7204 | -2.82 | |
| 0.6725 | 2.52 | |
| -0.5163 | -3.17 |
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Apr 27, 2012 to Feb 6, 2026
News Impact Curve
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