North Electro-Optic Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.04% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1465 | 15.82 | |
| 0.0675 | 16.86 | |
| 0.9222 | 404.83 | |
| -0.0099 | -1.48 |
Estimation Period:
Nov 6, 2003 to Feb 6, 2026
Nov 6, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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