Moury Construct SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.73% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1552 | 20.96 | |
| 0.7287 | 10.00 | |
| 0.0679 | 3.18 | |
| -0.4632 | -5.07 |
Estimation Period:
Oct 3, 2022 to Feb 6, 2026
Oct 3, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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