NagaCorp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.94% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7488 | 13.77 | |
| 0.0960 | 10.55 | |
| 0.7832 | 101.07 | |
| 0.0704 | 2.96 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities