Nucleus Software Exports Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.14% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1861 | 14.28 | |
| 0.0607 | 12.84 | |
| 0.9210 | 309.06 | |
| -0.0015 | -0.18 |
Estimation Period:
Apr 22, 2005 to Feb 6, 2026
Apr 22, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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