Effi Capital Nadlan Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:31.18% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7550 | 7.58 | |
| 0.0493 | 2.18 | |
| 0.0000 | 0.00 | |
| 0.0111 | 0.23 |
Estimation Period:
Feb 19, 2024 to Feb 13, 2026
Feb 19, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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