Nesco Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.87% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 14.77 | |
| 0.0706 | 12.45 | |
| 0.9292 | 328.22 | |
| -0.0117 | -1.40 |
Estimation Period:
Jan 26, 2007 to Feb 6, 2026
Jan 26, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities