Montana Aerospace AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.38% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2784 | 10.70 | |
| 0.0783 | 3.37 | |
| 0.9003 | 142.40 | |
| -0.0053 | -0.15 |
Estimation Period:
Nov 16, 2021 to Feb 6, 2026
Nov 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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