V-Lab
NRW Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:39.04% (-0.66%)
Analysis last updated: Friday, April 19, 2024 at 07:49 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2353 | 9.55 | |
| 0.0343 | 8.06 | |
| 0.9172 | 190.02 | |
| 0.0774 | 9.00 |
Estimation Period:
Sep 5, 2007 to Apr 12, 2024
Sep 5, 2007 to Apr 12, 2024
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