Meritz Financial Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.27% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1168 | 13.09 | |
| 0.0598 | 12.08 | |
| 0.9117 | 197.76 | |
| 0.0057 | 0.68 |
Estimation Period:
May 13, 2011 to Feb 13, 2026
May 13, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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