Nile Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.74% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 17.23 | |
| 0.1984 | 10.79 | |
| 0.4367 | 16.14 | |
| -0.1214 | -5.13 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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