Norofert SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.32% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1269 | 14.83 | |
| 0.4236 | 3.02 | |
| 0.0178 | 1.82 | |
| -0.4236 | -2.89 |
Estimation Period:
May 1, 2024 to Feb 13, 2026
May 1, 2024 to Feb 13, 2026
News Impact Curve
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