Masoval As GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.03% (-5.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5684 | 12.68 | |
| 0.1439 | 7.95 | |
| 0.7508 | 58.13 | |
| 0.0460 | 1.58 |
Estimation Period:
Jun 17, 2021 to Feb 6, 2026
Jun 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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