NMDC Group PJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.21% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3863 | 11.59 | |
| 0.1746 | 7.77 | |
| 0.6088 | 26.47 | |
| -0.0006 | -0.01 |
Estimation Period:
Mar 17, 2021 to Feb 13, 2026
Mar 17, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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