National Securities Deposito Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.91% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7313 | 4.13 | |
| 0.0046 | 0.06 | |
| 0.1964 | 0.76 | |
| 162.9262 | 3.50 | |
| -239.0153 | -3.06 | |
| 201.4196 | 2.90 |
Estimation Period:
Aug 6, 2025 to Feb 6, 2026
Aug 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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