Nortel Netw Netas GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.47% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8054 | 24.18 | |
| 0.1494 | 23.56 | |
| 0.7895 | 166.77 | |
| 0.0109 | 0.87 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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