Metal Bank Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:99.20% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1349 | 6.89 | |
| 0.0288 | 5.97 | |
| 0.9252 | 237.96 | |
| 0.0650 | 7.06 |
Estimation Period:
Mar 2, 2011 to Feb 6, 2026
Mar 2, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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