Nac Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.00% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 11.47 | |
| 0.0899 | 18.81 | |
| 0.9081 | 336.20 | |
| 0.0036 | 0.46 |
Estimation Period:
Sep 21, 1995 to Feb 13, 2026
Sep 21, 1995 to Feb 13, 2026
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