NB Footwear Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:69.95% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0956 | 16.68 | |
| 0.1832 | 15.72 | |
| 0.8041 | 124.83 | |
| -0.0096 | -0.51 |
Estimation Period:
Mar 15, 2012 to Feb 6, 2026
Mar 15, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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