NI Holdings, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.06% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1511 | 10.93 | |
| 0.1188 | 11.18 | |
| 0.8372 | 89.49 | |
| 0.0124 | 0.67 |
Estimation Period:
Mar 16, 2017 to Feb 13, 2026
Mar 16, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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