Next Capital Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.66% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6178 | 14.85 | |
| 0.0940 | 13.85 | |
| 0.8867 | 210.57 | |
| -0.0089 | -0.83 |
Estimation Period:
Apr 27, 2012 to Feb 4, 2026
Apr 27, 2012 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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