MBK PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.56% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 13.50 | |
| 0.0521 | 14.72 | |
| 0.9378 | 368.34 | |
| 0.0084 | 1.29 |
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Sep 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities