Nolato Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.01% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4776 | 12.93 | |
| 0.1015 | 4.99 | |
| 0.8322 | 84.19 | |
| -0.0168 | -0.63 |
Estimation Period:
Mar 14, 2008 to Feb 13, 2026
Mar 14, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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