F MEC International Financia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.75% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 8.44 | |
| 0.1549 | 10.58 | |
| 0.8378 | 85.63 | |
| 0.0147 | 0.67 |
Estimation Period:
Aug 1, 2016 to Feb 6, 2026
Aug 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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