Natural Capsules Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.65% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0069 | 10.90 | |
| 0.0879 | 8.63 | |
| 0.8135 | 63.60 | |
| -0.0171 | -1.16 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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