Nayuki Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.60% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2614 | 10.68 | |
| 0.1922 | 8.93 | |
| 0.6764 | 24.78 | |
| -0.0932 | -2.50 |
Estimation Period:
Jul 1, 2021 to Feb 6, 2026
Jul 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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