Noritz Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.57% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0859 | 20.40 | |
| 0.0608 | 17.80 | |
| 0.9045 | 375.77 | |
| 0.0371 | 6.39 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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