NH Investment & Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:53.95% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 13.39 | |
| 0.0520 | 23.76 | |
| 0.9334 | 685.34 | |
| 0.0227 | 5.32 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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