Norcod As GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.67% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1220 | 17.59 | |
| 0.2084 | 8.11 | |
| 0.7044 | 64.64 | |
| 0.0243 | 0.45 |
Estimation Period:
Oct 15, 2020 to Feb 13, 2026
Oct 15, 2020 to Feb 13, 2026
News Impact Curve
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