Mo-Bruk Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.47% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1603 | 9.67 | |
| 0.0428 | 8.96 | |
| 0.9238 | 228.88 | |
| 0.0385 | 3.97 |
Estimation Period:
Aug 13, 2010 to Feb 6, 2026
Aug 13, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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