MBM Resources BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.95% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0906 | 13.86 | |
| 0.0716 | 13.10 | |
| 0.9006 | 211.11 | |
| 0.0144 | 1.83 |
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Aug 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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