Mesnac Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.84% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2118 | 12.75 | |
| 0.0827 | 16.69 | |
| 0.9025 | 231.24 | |
| -0.0207 | -3.02 |
Estimation Period:
Oct 18, 2006 to Feb 6, 2026
Oct 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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