Nova Ljubljanska Banka dd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.01% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5735 | 12.47 | |
| 0.2363 | 8.70 | |
| 0.4733 | 20.37 | |
| 0.0727 | 1.35 |
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Nov 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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