Nec Capital Solutions Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.73% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1028 | 16.93 | |
| 0.1074 | 19.84 | |
| 0.8513 | 162.95 | |
| 0.0327 | 2.58 |
Estimation Period:
Feb 11, 2005 to Feb 13, 2026
Feb 11, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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