Military Commercial Joint Stock Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.99% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 5.83 | |
| 0.0614 | 8.46 | |
| 0.9447 | 216.87 | |
| -0.0199 | -2.58 |
Estimation Period:
Nov 1, 2011 to Jan 30, 2026
Nov 1, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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