MGM China Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.78% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3792 | 14.84 | |
| 0.0429 | 8.35 | |
| 0.8861 | 148.92 | |
| 0.0485 | 4.81 |
Estimation Period:
Jun 6, 2011 to Feb 6, 2026
Jun 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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