Marsh & McLennan Cos Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.52% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 13.76 | |
| 0.0385 | 19.36 | |
| 0.9052 | 432.72 | |
| 0.0742 | 12.83 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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