National CineMedia Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.55% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 4.92 | |
| 0.0052 | 2.31 | |
| 0.9734 | 614.15 | |
| 0.0319 | 9.84 |
Estimation Period:
Feb 8, 2007 to Feb 13, 2026
Feb 8, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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