Nanoco Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.64% (-11.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3575 | 19.62 | |
| 0.3004 | 16.37 | |
| 0.5682 | 40.39 | |
| 0.1062 | 3.02 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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