Nine Entertainment Co Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.02% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3680 | 13.19 | |
| 0.0621 | 7.08 | |
| 0.8301 | 98.22 | |
| 0.0912 | 4.41 |
Estimation Period:
Dec 6, 2013 to Feb 6, 2026
Dec 6, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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