Npc Incorp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.81% (+5.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7367 | 18.43 | |
| 0.1856 | 13.82 | |
| 0.7380 | 86.94 | |
| -0.0681 | -3.46 |
Estimation Period:
Jun 29, 2007 to Feb 13, 2026
Jun 29, 2007 to Feb 13, 2026
News Impact Curve
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