Nepes Corporation Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.63% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2549 | 14.67 | |
| 0.0334 | 13.74 | |
| 0.9373 | 475.30 | |
| 0.0200 | 4.12 |
Estimation Period:
Jan 25, 2001 to Feb 13, 2026
Jan 25, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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