N C Housing Public Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.02% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5632 | 22.15 | |
| 0.3232 | 16.25 | |
| 0.7135 | 102.84 | |
| -0.1431 | -5.18 |
Estimation Period:
Jun 25, 2004 to Feb 6, 2026
Jun 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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