Nass Petrol Factory Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:52.13% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8838 | 5.67 | |
| 0.1484 | 4.54 | |
| 0.7695 | 23.09 | |
| -0.0634 | -1.42 |
Estimation Period:
Aug 28, 2024 to Jan 29, 2026
Aug 28, 2024 to Jan 29, 2026
News Impact Curve
Volatility Forecasts
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