NPD Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.33% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5547 | 8.28 | |
| 0.1482 | 5.37 | |
| 0.8162 | 50.72 | |
| -0.0359 | -0.73 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
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