M2M Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.39% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0630 | 11.07 | |
| 0.0811 | 14.02 | |
| 0.9044 | 305.55 | |
| 0.0243 | 1.94 |
Estimation Period:
Jul 6, 2007 to Feb 6, 2026
Jul 6, 2007 to Feb 6, 2026
News Impact Curve
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