Marsh & McLennan Cos Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.96% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0498 | 13.76 | |
| 0.0385 | 19.36 | |
| 0.9055 | 433.44 | |
| 0.0737 | 12.82 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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