NRW Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.02% (+5.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1602 | 11.68 | |
| 0.0303 | 8.54 | |
| 0.9302 | 275.63 | |
| 0.0641 | 8.37 |
Estimation Period:
Sep 5, 2007 to Feb 13, 2026
Sep 5, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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