Next Mediaworks Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.56% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8125 | 16.33 | |
| 0.1285 | 13.00 | |
| 0.7629 | 85.56 | |
| -0.0139 | -0.97 |
Estimation Period:
Oct 16, 2003 to Feb 6, 2026
Oct 16, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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