MMG Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:69.66% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1166 | 11.21 | |
| 0.0371 | 14.36 | |
| 0.9542 | 423.14 | |
| 0.0054 | 1.40 |
Estimation Period:
Dec 15, 1994 to Feb 6, 2026
Dec 15, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities