Nomad Foods Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.29% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4168 | 13.99 | |
| 0.0862 | 12.61 | |
| 0.8171 | 97.82 | |
| 0.0575 | 3.87 |
Estimation Period:
Nov 26, 2015 to Feb 13, 2026
Nov 26, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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