Nelco GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.33% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4661 | 23.40 | |
| 0.1712 | 17.00 | |
| 0.6291 | 53.93 | |
| -0.0339 | -1.79 |
Estimation Period:
Oct 16, 2003 to Feb 13, 2026
Oct 16, 2003 to Feb 13, 2026
News Impact Curve
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