NVE Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.90% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 6.48 | |
| 0.0335 | 13.53 | |
| 0.9561 | 528.21 | |
| 0.0136 | 3.17 |
Estimation Period:
Sep 11, 1996 to Feb 6, 2026
Sep 11, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities