Mtg Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:107.45% (-20.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8396 | 14.87 | |
| 0.3155 | 8.83 | |
| 0.4243 | 17.27 | |
| -0.1336 | -2.53 |
Estimation Period:
Jul 10, 2018 to Feb 13, 2026
Jul 10, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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