Marche Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.09% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 15.58 | |
| 0.1969 | 12.67 | |
| 0.8112 | 128.12 | |
| -0.0163 | -0.81 |
Estimation Period:
Nov 29, 1996 to Feb 10, 2026
Nov 29, 1996 to Feb 10, 2026
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