Nova System Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.34% (+22.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3463 | 12.02 | |
| 0.7162 | 4.70 | |
| 0.4354 | 11.06 | |
| -0.3033 | -1.89 |
Estimation Period:
Mar 29, 2023 to Feb 13, 2026
Mar 29, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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