Napco Security Technologies Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:59.53% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7498 | 18.35 | |
| 0.1423 | 23.35 | |
| 0.8141 | 194.07 | |
| 0.0173 | 1.52 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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