Nexteer Automotive Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.26% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2395 | 7.92 | |
| 0.0295 | 9.83 | |
| 0.9407 | 208.45 | |
| 0.0244 | 4.35 |
Estimation Period:
Oct 7, 2013 to Feb 6, 2026
Oct 7, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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