N.B.I. Industrial GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.70% (-2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1328 | 9.18 | |
| 0.1570 | 10.32 | |
| 0.6479 | 31.64 | |
| 0.0285 | 1.16 |
Estimation Period:
Dec 28, 2017 to Feb 13, 2026
Dec 28, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other N.B.I. Industrial Analyses
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