MasterCraft Boat Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.56% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7523 | 8.68 | |
| 0.1096 | 12.70 | |
| 0.8445 | 59.43 | |
| -0.0357 | -2.17 |
Estimation Period:
Jul 17, 2015 to Feb 6, 2026
Jul 17, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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