M3 Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.04% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.57 | |
| 0.2460 | 4.98 | |
| 0.2395 | 5.73 | |
| -0.2216 | -4.21 |
Estimation Period:
Mar 24, 2022 to Feb 13, 2026
Mar 24, 2022 to Feb 13, 2026
News Impact Curve
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