NuEnergy Gas Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:121.47% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5831 | 7.84 | |
| 0.0075 | 3.27 | |
| 0.9613 | 630.79 | |
| 0.0537 | 10.60 |
Estimation Period:
Jan 5, 1996 to Feb 6, 2026
Jan 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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