MFS Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.70% (-13.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9072 | 9.82 | |
| 0.4558 | 6.21 | |
| 0.5907 | 23.05 | |
| -0.3314 | -4.17 |
Estimation Period:
Jun 21, 2024 to Feb 13, 2026
Jun 21, 2024 to Feb 13, 2026
News Impact Curve
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