Nitol Insurance PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.47% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1323 | 14.34 | |
| 0.0719 | 18.63 | |
| 0.8914 | 245.36 | |
| 0.0462 | 5.02 |
Estimation Period:
Feb 9, 2009 to Feb 5, 2026
Feb 9, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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