Nof Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.99% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0832 | 13.07 | |
| 0.0206 | 14.27 | |
| 0.9150 | 336.51 | |
| 0.1055 | 15.38 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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