National Aluminium Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.09% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2823 | 16.47 | |
| 0.0916 | 10.79 | |
| 0.8821 | 270.01 | |
| -0.0020 | -0.12 |
Estimation Period:
Sep 25, 1995 to Jan 30, 2026
Sep 25, 1995 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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