Ncl Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.15% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6009 | 19.22 | |
| 0.1038 | 17.38 | |
| 0.8125 | 142.71 | |
| 0.0439 | 3.52 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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