Montana Aerospace Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.33% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1897 | 10.71 | |
| 0.0522 | 7.12 | |
| 0.8948 | 157.99 | |
| 0.0682 | 5.50 |
Estimation Period:
May 11, 2021 to Feb 6, 2026
May 11, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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