MCR SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.04% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4001 | 17.39 | |
| 0.1017 | 13.71 | |
| 0.8003 | 124.06 | |
| 0.0606 | 4.22 |
Estimation Period:
Jul 30, 2007 to Feb 6, 2026
Jul 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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