Namr Societe Anonyme GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:112.60% (+6.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2118 | 3.88 | |
| 0.0473 | 4.71 | |
| 0.8983 | 92.97 | |
| 0.1089 | 4.36 |
Estimation Period:
Jun 15, 2021 to Jun 13, 2025
Jun 15, 2021 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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