Norofert SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.05% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1269 | 3.83 | |
| 0.1117 | 1.08 | |
| 0.0000 | 0.00 | |
| 30.0808 | 3.18 | |
| -47.1881 | -3.05 | |
| 34.7615 | 2.45 | |
| -41.5939 | -2.63 | |
| 42.2747 | 2.30 | |
| -23.9128 | -1.82 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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