Nelcast Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.13% (-4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2581 | 14.76 | |
| 0.0947 | 14.70 | |
| 0.7792 | 70.82 | |
| 0.0264 | 1.91 |
Estimation Period:
Jul 23, 2007 to Feb 6, 2026
Jul 23, 2007 to Feb 6, 2026
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