National Fertilizers Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.36% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4192 | 18.24 | |
| 0.0867 | 18.37 | |
| 0.8663 | 209.31 | |
| 0.0130 | 1.40 |
Estimation Period:
Oct 16, 2003 to Jan 30, 2026
Oct 16, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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