NH Foods Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.13% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1874 | 18.70 | |
| 0.0804 | 20.69 | |
| 0.8346 | 188.05 | |
| 0.0630 | 5.96 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
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