Mico Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:69.16% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7648 | 20.94 | |
| 0.1234 | 20.29 | |
| 0.8085 | 138.67 | |
| 0.0439 | 3.26 |
Estimation Period:
Aug 18, 2006 to Feb 13, 2026
Aug 18, 2006 to Feb 13, 2026
News Impact Curve
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