Nivaka Fashions Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.10% (-4.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8479 | 8.98 | |
| 0.2157 | 5.94 | |
| 0.7142 | 37.49 | |
| -0.0470 | -0.79 |
Estimation Period:
Dec 24, 2018 to Feb 13, 2026
Dec 24, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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