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V-Lab

Nesco Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.58% (-1.78%)
Analysis last updated: Sunday, February 8, 2026 at 12:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nesco Ltd SGARCH
paramt-stat
ω1.15545.30
α0.09104.20
β0.826121.56
γ1-0.5320-2.93
γ20.67032.16
γ3-0.3645-1.14
γ40.72352.19
γ5-0.8934-3.09
γ60.62952.11
γ7-0.2757-1.09
γ8-0.1250-0.65
γ90.41682.17
γ10-0.4302-1.97
Estimation Period:
Jan 26, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts