NIQ Global Intelligence PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.80% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.91 | |
| 0.0605 | 1.40 | |
| 0.2575 | 2.29 | |
| 0.3035 | 1.21 |
Estimation Period:
Jul 23, 2025 to Feb 13, 2026
Jul 23, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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