CI Munro Global GRO Equity GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.88% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0876 | 10.20 | |
| 0.0000 | 0.00 | |
| 0.9031 | 111.25 | |
| 0.0727 | 4.59 |
Estimation Period:
Jan 12, 2021 to Feb 6, 2026
Jan 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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