Munic S A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.08% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.88 | |
| 0.6158 | 11.12 | |
| 0.4718 | 21.01 | |
| -0.4295 | -7.69 |
Estimation Period:
Feb 10, 2020 to Feb 6, 2026
Feb 10, 2020 to Feb 6, 2026
News Impact Curve
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