Napier Port Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.91% (+10.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7924 | 14.28 | |
| 0.1864 | 8.14 | |
| 0.5280 | 20.39 | |
| 0.0580 | 1.65 |
Estimation Period:
Aug 20, 2019 to Feb 5, 2026
Aug 20, 2019 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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