Macter Internation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.08% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2776 | 11.57 | |
| 0.1204 | 10.88 | |
| 0.8698 | 142.52 | |
| -0.0515 | -3.18 |
Estimation Period:
Sep 25, 2017 to Feb 6, 2026
Sep 25, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Macter Internation Analyses
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