Mcj Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:100.09% (-21.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1548 | 17.72 | |
| 0.1987 | 16.72 | |
| 0.6536 | 75.93 | |
| 0.2194 | 8.38 |
Estimation Period:
Jun 9, 2004 to Feb 13, 2026
Jun 9, 2004 to Feb 13, 2026
News Impact Curve
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