National Gypsum Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:32.49% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0860 | 16.04 | |
| 0.0555 | 13.43 | |
| 0.9237 | 297.97 | |
| 0.0048 | 0.82 |
Estimation Period:
Jan 17, 2000 to Feb 12, 2026
Jan 17, 2000 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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