Matrix Composites & Engineering Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.77% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1614 | 20.09 | |
| 0.1146 | 15.85 | |
| 0.8023 | 120.15 | |
| 0.0317 | 2.36 |
Estimation Period:
Nov 16, 2009 to Feb 6, 2026
Nov 16, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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