Nekkar Asa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.78% (-5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2908 | 12.99 | |
| 0.1932 | 12.71 | |
| 0.6810 | 47.54 | |
| 0.0558 | 2.97 |
Estimation Period:
Jun 6, 2001 to Feb 13, 2026
Jun 6, 2001 to Feb 13, 2026
News Impact Curve
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