Maywufa Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.05% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1064 | 20.49 | |
| 0.2103 | 25.63 | |
| 0.8068 | 197.40 | |
| -0.0548 | -4.19 |
Estimation Period:
Sep 18, 2001 to Feb 6, 2026
Sep 18, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities