Mega P&C Advanced Materials GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.75% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9512 | 14.07 | |
| 0.1177 | 7.19 | |
| 0.7425 | 61.69 | |
| -0.0005 | -0.02 |
Estimation Period:
Nov 6, 2023 to Feb 13, 2026
Nov 6, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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