Morozoff Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.42% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0741 | 20.81 | |
| 0.1188 | 20.84 | |
| 0.8330 | 199.38 | |
| 0.0963 | 5.85 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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