National Securities Deposito GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.83% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2298 | 6.23 | |
| 0.0427 | 1.66 | |
| 0.7132 | 33.46 | |
| 0.2531 | 2.43 |
Estimation Period:
Aug 6, 2025 to Feb 6, 2026
Aug 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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