Ms&Consulting Co L GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.03% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1530 | 12.09 | |
| 0.1645 | 12.57 | |
| 0.8510 | 126.52 | |
| -0.0622 | -3.64 |
Estimation Period:
Oct 5, 2017 to Feb 13, 2026
Oct 5, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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