Next Capital Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.06% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6070 | 7.95 | |
| 0.0661 | 5.57 | |
| 0.8355 | 43.49 | |
| -0.0618 | -4.31 |
Estimation Period:
Nov 9, 2020 to Feb 6, 2026
Nov 9, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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