Northern ARC Capital Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.62% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3182 | 2.08 | |
| 0.0366 | 2.54 | |
| 0.9161 | 29.06 | |
| 0.0024 | 0.07 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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