NACCO Industries Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.48% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1490 | 19.14 | |
| 0.0603 | 21.90 | |
| 0.8955 | 368.66 | |
| 0.0576 | 10.62 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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