Naperol Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.63% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7807 | 21.71 | |
| 0.1310 | 17.50 | |
| 0.7884 | 111.23 | |
| -0.0225 | -2.05 |
Estimation Period:
Jul 3, 2003 to Feb 13, 2026
Jul 3, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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