North Chemical Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.72% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1549 | 14.86 | |
| 0.0924 | 17.39 | |
| 0.9207 | 364.05 | |
| -0.0553 | -8.39 |
Estimation Period:
Jun 5, 2008 to Feb 6, 2026
Jun 5, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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