N G Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:58.47% (+18.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2595 | 16.32 | |
| 0.1487 | 10.54 | |
| 0.6089 | 30.92 | |
| -0.0513 | -2.38 |
Estimation Period:
May 4, 2011 to Jan 30, 2026
May 4, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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