Nepes Ark Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.80% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4897 | 6.09 | |
| 0.0566 | 6.65 | |
| 0.9055 | 73.48 | |
| -0.0038 | -0.25 |
Estimation Period:
Nov 17, 2020 to Feb 6, 2026
Nov 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nepes Ark Corporation Analyses
Other GJR-GARCH Analyses on International Equities