Ittthi Nice Corporation PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.70% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9593 | 5.87 | |
| 0.1807 | 3.80 | |
| 0.7271 | 25.37 | |
| -0.1428 | -2.80 |
Estimation Period:
Mar 22, 2023 to Feb 6, 2026
Mar 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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