Mti Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.60% (+5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 5.21 | |
| 0.0522 | 9.42 | |
| 0.9558 | 448.10 | |
| -0.0161 | -2.43 |
Estimation Period:
Oct 12, 1999 to Feb 13, 2026
Oct 12, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities