Nocil Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.50% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9897 | 16.95 | |
| 0.1355 | 14.88 | |
| 0.7962 | 99.68 | |
| -0.0191 | -1.70 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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