Nomad Foods Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.63% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3855 | 12.60 | |
| 0.0906 | 10.75 | |
| 0.7623 | 56.58 | |
| 0.0993 | 4.18 |
Estimation Period:
Sep 16, 2014 to Feb 6, 2026
Sep 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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