Noctiluca Spolka Akcyjna GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.60% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8018 | 10.59 | |
| 0.1877 | 7.58 | |
| 0.7416 | 38.28 | |
| -0.1000 | -3.45 |
Estimation Period:
Apr 12, 2022 to Feb 6, 2026
Apr 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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