nib holdings Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.39% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5086 | 12.73 | |
| 0.0716 | 9.36 | |
| 0.7720 | 53.28 | |
| 0.0259 | 2.19 |
Estimation Period:
Nov 5, 2007 to Feb 6, 2026
Nov 5, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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