National Citizen Commercial JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.17% (+8.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2336 | 5.73 | |
| 0.2082 | 8.76 | |
| 0.6831 | 19.97 | |
| 0.6718 | 3.04 | |
| -1.0951 | -3.12 | |
| 0.6884 | 2.64 | |
| -0.6935 | -3.25 | |
| 1.0729 | 4.82 | |
| -1.0936 | -4.21 | |
| 0.5295 | 2.02 | |
| -0.0443 | -0.24 |
Estimation Period:
Sep 13, 2010 to Feb 6, 2026
Sep 13, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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