MBV International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.24% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9577 | 12.12 | |
| 0.1660 | 8.48 | |
| 0.7786 | 65.25 | |
| 0.0301 | 0.85 |
Estimation Period:
Jul 8, 2020 to Feb 6, 2026
Jul 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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