Mare Engineering SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.32% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9078 | 6.01 | |
| 0.0729 | 3.91 | |
| 0.7761 | 23.97 | |
| -0.0446 | -1.51 |
Estimation Period:
May 28, 2024 to Feb 6, 2026
May 28, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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