NSI NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.87% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0362 | 4.34 | |
| 0.1684 | 9.18 | |
| 0.7024 | 22.56 | |
| 0.0051 | 0.05 | |
| -0.0470 | -0.35 | |
| 0.2669 | 3.09 | |
| -0.4518 | -5.38 | |
| 0.3658 | 4.57 | |
| -0.2705 | -2.68 | |
| 0.1425 | 1.37 | |
| 0.1388 | 1.68 | |
| -0.3013 | -4.52 | |
| 0.2029 | 4.03 |
Estimation Period:
Apr 3, 1998 to Feb 6, 2026
Apr 3, 1998 to Feb 6, 2026
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