MCE Holdings BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.85% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 10.36 | |
| 0.0554 | 9.98 | |
| 0.9361 | 262.64 | |
| -0.0007 | -0.09 |
Estimation Period:
Nov 16, 1999 to Feb 6, 2026
Nov 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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