Nine Entertainment Co Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.14% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3697 | 13.22 | |
| 0.0616 | 7.05 | |
| 0.8303 | 97.90 | |
| 0.0895 | 4.35 |
Estimation Period:
Dec 6, 2013 to Feb 20, 2026
Dec 6, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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