Nj Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.59% (-4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6164 | 6.14 | |
| 0.2880 | 7.52 | |
| 0.5197 | 10.90 | |
| 0.1582 | 1.91 | |
| -0.2140 | -1.73 | |
| 0.1216 | 1.39 | |
| -0.1709 | -1.97 | |
| 0.0993 | 1.09 | |
| 0.1339 | 1.24 | |
| -0.3435 | -2.11 |
Estimation Period:
Apr 21, 2006 to Feb 13, 2026
Apr 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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