Nacon Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.95% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6378 | 11.94 | |
| 0.1126 | 6.24 | |
| 0.8384 | 75.58 | |
| -0.0332 | -1.51 |
Estimation Period:
Mar 4, 2020 to Feb 6, 2026
Mar 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities