Nicco Parks & Resorts GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.85% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8463 | 12.01 | |
| 0.1531 | 12.14 | |
| 0.7342 | 61.92 | |
| 0.0112 | 0.49 |
Estimation Period:
Apr 12, 2011 to Feb 6, 2026
Apr 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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