Natural Gas Distribution Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:44.26% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0303 | 12.82 | |
| 0.1539 | 7.63 | |
| 0.7166 | 44.21 | |
| -0.1049 | -3.98 |
Estimation Period:
Sep 22, 2021 to Feb 5, 2026
Sep 22, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Natural Gas Distribution Co Analyses
Other GJR-GARCH Analyses on International Equities