Novac Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.35% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2424 | 27.24 | |
| 0.0194 | 3.10 | |
| 0.0690 | 5.12 | |
| 1.0000 | 8.98 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
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