National Electronics Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.74% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 11.40 | |
| 0.0814 | 12.38 | |
| 0.9125 | 189.91 | |
| -0.0052 | -0.42 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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