Novolog Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:24.78% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 7.68 | |
| 0.0195 | 5.91 | |
| 0.9417 | 292.92 | |
| 0.0601 | 5.86 |
Estimation Period:
Mar 1, 2017 to Feb 13, 2026
Mar 1, 2017 to Feb 13, 2026
News Impact Curve
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