Natoco Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.13% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3038 | 15.88 | |
| 0.1873 | 17.17 | |
| 0.8171 | 146.43 | |
| -0.0501 | -3.15 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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