Naqi Water Company GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:22.33% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2277 | 7.17 | |
| 0.0545 | 5.46 | |
| 0.8393 | 50.95 | |
| 0.0158 | 0.73 |
Estimation Period:
Aug 15, 2022 to Feb 12, 2026
Aug 15, 2022 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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