Nova Iron & Steel Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.27% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4917 | 6.55 | |
| 0.1537 | 11.19 | |
| 0.7350 | 35.39 | |
| -0.0656 | -3.70 |
Estimation Period:
Jun 11, 2010 to Jan 30, 2026
Jun 11, 2010 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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