NCC AB GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.22% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 12.24 | |
| 0.0211 | 11.88 | |
| 0.9540 | 573.29 | |
| 0.0270 | 6.85 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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