MCB Investment Management GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.92% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4720 | 18.68 | |
| 0.1758 | 12.13 | |
| 0.8010 | 110.34 | |
| -0.0899 | -4.35 |
Estimation Period:
Aug 28, 2008 to Feb 6, 2026
Aug 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MCB Investment Management Analyses
Other GJR-GARCH Analyses on International Equities