Niterra Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.16% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1369 | 21.19 | |
| 0.0430 | 17.96 | |
| 0.8931 | 320.21 | |
| 0.0739 | 11.36 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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