National Refinery Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.69% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9431 | 6.87 | |
| 0.1828 | 12.07 | |
| 0.6534 | 21.34 | |
| -0.0695 | -3.21 | |
| 0.1013 | 3.22 | |
| -0.0542 | -2.62 | |
| 0.0587 | 3.10 | |
| -0.0513 | -3.21 | |
| 0.0112 | 1.08 |
Estimation Period:
Feb 13, 1993 to Feb 6, 2026
Feb 13, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other National Refinery Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities