V-Lab
NRW Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:37.62% (-0.78%)
Analysis last updated: Saturday, April 20, 2024 at 08:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2347 | 9.58 | |
| 0.0342 | 8.06 | |
| 0.9175 | 190.95 | |
| 0.0770 | 8.98 |
Estimation Period:
Sep 5, 2007 to Apr 19, 2024
Sep 5, 2007 to Apr 19, 2024
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