Mexan Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:90.33% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3260 | 9.96 | |
| 0.0890 | 12.59 | |
| 0.9209 | 138.04 | |
| -0.0358 | -2.52 |
Estimation Period:
Feb 20, 2007 to Feb 6, 2026
Feb 20, 2007 to Feb 6, 2026
News Impact Curve
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