Nureca Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.70% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9250 | 11.26 | |
| 0.2505 | 9.14 | |
| 0.5000 | 16.59 | |
| -0.0775 | -1.35 |
Estimation Period:
Feb 25, 2021 to Feb 13, 2026
Feb 25, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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