Ncc Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.55% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8990 | 15.06 | |
| 0.1362 | 15.25 | |
| 0.7800 | 75.93 | |
| 0.0536 | 3.87 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities