Mch Group Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.28% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 13.21 | |
| 0.0274 | 15.57 | |
| 0.9529 | 664.03 | |
| 0.0273 | 6.50 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
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