New Zealand King Salmon Investments Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.00% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2549 | 12.39 | |
| 0.0876 | 9.65 | |
| 0.8553 | 131.05 | |
| 0.0687 | 3.96 |
Estimation Period:
Oct 19, 2016 to Feb 13, 2026
Oct 19, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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