M & B Engineering Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.75% (-9.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.00 | |
| 0.1627 | 1.03 | |
| 0.4579 | 1.69 | |
| -0.1627 | -0.84 |
Estimation Period:
Aug 5, 2025 to Feb 6, 2026
Aug 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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