M3 Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.70% (+9.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9895 | 12.28 | |
| 0.0851 | 12.70 | |
| 0.7630 | 66.80 | |
| 0.1059 | 4.36 |
Estimation Period:
Sep 20, 2004 to Feb 13, 2026
Sep 20, 2004 to Feb 13, 2026
News Impact Curve
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