Merchants Bancorp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.01% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8102 | 13.66 | |
| 0.0889 | 8.21 | |
| 0.7557 | 54.86 | |
| 0.0513 | 2.74 |
Estimation Period:
Oct 27, 2017 to Feb 6, 2026
Oct 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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