NIOX GROUP PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.89% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8749 | 13.10 | |
| 0.3834 | 15.16 | |
| 0.4867 | 21.84 | |
| -0.0107 | -0.28 |
Estimation Period:
Mar 12, 2014 to Feb 6, 2026
Mar 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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