NTG Nordic Transport Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.47% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5715 | 12.23 | |
| 0.0328 | 11.49 | |
| 0.8771 | 178.78 | |
| 0.1175 | 9.93 |
Estimation Period:
May 1, 1998 to Feb 13, 2026
May 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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