Nmdc Energy P J S C GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:22.92% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 2.08 | |
| 0.0000 | 0.00 | |
| 0.9931 | 89.74 | |
| 0.0003 | 0.03 |
Estimation Period:
Sep 11, 2024 to Feb 6, 2026
Sep 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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