Moelis & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.88% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3211 | 9.78 | |
| 0.0147 | 5.05 | |
| 0.8913 | 105.51 | |
| 0.0513 | 5.64 |
Estimation Period:
Apr 16, 2014 to Feb 6, 2026
Apr 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities