Mbg Group Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.86% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7975 | 16.42 | |
| 0.1321 | 14.40 | |
| 0.8221 | 119.56 | |
| -0.0092 | -0.64 |
Estimation Period:
Nov 26, 2015 to Feb 6, 2026
Nov 26, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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