Milbon Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.86% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 5.86 | |
| 0.0323 | 9.50 | |
| 0.9742 | 811.84 | |
| -0.0197 | -5.54 |
Estimation Period:
Jun 26, 1996 to Feb 13, 2026
Jun 26, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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