Maguro Group PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.01% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1006 | 5.62 | |
| 0.1446 | 4.44 | |
| 0.7324 | 19.92 | |
| -0.0188 | -0.43 |
Estimation Period:
Jun 5, 2024 to Feb 6, 2026
Jun 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Maguro Group PCL Analyses
Other GJR-GARCH Analyses on International Equities