NPR Finance Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.94% (+12.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4338 | 4.98 | |
| 0.1421 | 6.52 | |
| 0.7631 | 16.81 | |
| 1.9266 | 4.82 | |
| -2.8702 | -4.58 | |
| 1.4597 | 3.75 | |
| -1.0021 | -3.78 | |
| 0.8823 | 4.07 | |
| -0.7330 | -2.74 | |
| 0.6914 | 2.20 | |
| -0.5621 | -1.36 |
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Apr 27, 2012 to Feb 6, 2026
News Impact Curve
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