Nacdac Infrastructure Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:75.85% (-5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2137 | 6.23 | |
| 0.3753 | 5.56 | |
| 0.6656 | 26.69 | |
| -0.1539 | -1.79 |
Estimation Period:
Dec 24, 2024 to Jan 23, 2026
Dec 24, 2024 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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