Mb Securities Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.60% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1934 | 10.95 | |
| 0.0734 | 13.91 | |
| 0.9006 | 207.22 | |
| 0.0151 | 1.56 |
Estimation Period:
Mar 28, 2016 to Feb 6, 2026
Mar 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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