NI Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.31% (+3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1582 | 20.52 | |
| 0.1023 | 24.04 | |
| 0.8933 | 298.35 | |
| -0.0065 | -0.98 |
Estimation Period:
Sep 13, 1995 to Jan 30, 2026
Sep 13, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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