Ncb Financial Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.38% (+11.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8959 | 11.61 | |
| 0.3321 | 10.91 | |
| 0.5822 | 36.55 | |
| -0.1069 | -2.15 |
Estimation Period:
Mar 17, 2017 to Feb 13, 2026
Mar 17, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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