NPR Finance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.15% (+8.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 7.28 | |
| 0.0882 | 11.41 | |
| 0.9099 | 296.96 | |
| 0.0039 | 0.23 |
Estimation Period:
Apr 27, 2012 to Feb 6, 2026
Apr 27, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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