Mas Financial GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.93% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5036 | 7.86 | |
| 0.0848 | 8.13 | |
| 0.7703 | 38.91 | |
| 0.1231 | 4.52 |
Estimation Period:
Oct 18, 2017 to Feb 6, 2026
Oct 18, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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