Nissa Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.00% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2825 | 14.84 | |
| 0.3155 | 14.77 | |
| 0.6064 | 43.27 | |
| -0.0534 | -1.93 |
Estimation Period:
Feb 7, 2012 to Feb 6, 2026
Feb 7, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nissa Corp Ltd Analyses
Other GJR-GARCH Analyses on International Equities