North East Rubber PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.60% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 7.65 | |
| 0.0268 | 7.34 | |
| 0.9587 | 368.73 | |
| 0.0114 | 1.48 |
Estimation Period:
Nov 7, 2018 to Feb 6, 2026
Nov 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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