Naos Emerging Opportunities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.20% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1811 | 16.52 | |
| 0.0974 | 12.60 | |
| 0.8414 | 124.43 | |
| 0.0176 | 1.16 |
Estimation Period:
Feb 26, 2013 to Feb 6, 2026
Feb 26, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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