Nanyang Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.78% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 11.66 | |
| 0.1159 | 17.08 | |
| 0.8832 | 180.21 | |
| -0.0078 | -0.60 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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